What is the correct way to store circular references in Unity?

Let's suppose we have code like this:

 public class ComponentA : MonoBehaviour {
     B b;
     void Start() {
         b = new B();
         b.a = this;
     }
 }
 public class B {
     public ComponentA a;
 }

So will memory be freed (ComponentA destroyed) after destroying game object with attached ComponentA?

I'm not sure, but answer is yes. So for which reason there is WeakReference<> in System namespace?