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. 31.21%.) State of the economy High growth Moderate growth Recession Weight of stock A Probability of occurrence 25% 20% 55% Expected return on stock A in this state 44.0% 24.0% -14.0% % Expected return on stock B in this state 59,0% 29.0% -24.0%

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