19 Assume both portfolios A and B are well diversified, that E(TA) = 14.2% and E(rs) = 15.0%. If the economy has only one factor, and BA = 1 while B3 = 1.1, what must be the risk-free rate? (Do not round intermediate calculations. Round your answer to 1 decimal place.) Risk-free rate % 02:09:38