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To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is -1

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To achieve a zero standard deviation for a portfolio, calculate the weights of stock A and stock B, assuming the correlation coefficient is -1.

Use the following information. (Round intermediate calculations and final answers to 2 decimal places, e.g.) 

State of Economy        Probability of occurance        Rate of return if state occurs

                                                                                     Stock A            Stock B

High growth                        30%                                   38.5%                55.5%

Moderate growth                 25%                                   17.5%                25.5%

Recession                           45%                                    -5.5%              - 15.5%