You are building a 2-asset portfolio with Asset A (volatility 10%) and Asset B (volatility 20%). Assuming they are uncorrelated, what weights would you assign if you want them to contribute equally to the portfolio's total risk?

你正在构建一个包含资产A（波动率10%）和资产B（波动率20%）的组合。假设它们之间完全不相关，如果你希望它们对组合总风险的贡献完全相等，你会怎么分配权重？