(Portfolio with negative perfect correlation) Suppose that the annual returns on two stocks (A and B) are...

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(Portfolio with negative perfect correlation) Suppose that the annual returns on two stocks (A and B) are perfectly negatively correlated and that rA = 0.02, rB = 0.06, σA = 0.1, and σB = 0.15. Assuming that there are no arbitrage opportunities, what is the 1-year interest rate?

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