Calculating portfolio weights from regression coefficients

[teho]

Hi,

I have a regression made, and the regression coefficients equal the portfolio weights I need. If the coefficients are following, there's no problem obviously in calculations:

coefficients:

b1=4
b2=5

weights:

w1=4/9

w2=5/9

However, if one of the coefficients is negative, how do i calculate the weights? Intuitively calculated as follows:

b1=4
b2=-5

b1+b2=-1

w1=4/-1
w2=-5/-1

More intuitive results obviously would be that w1 is positive and w2 negative..Calculation is simply but can't seem to decide which is the correct approach :D