1. Suppose that there are many stocks in the security market and that the characteristics of stocks A, B, and C are given as follows: (2 points) > Stock Expected Return Standard Deviation A 10% 5% B 15% 10% 17% 13% Correlation (A,B) = -1, Correlation (A,C) = 0.2, Correlation (B,C) = -0.2, = Suppose that it is possible to borrow at the risk-free rate, rf. What must be the value of the risk-free rate