$2.$ Suppose that there are many stocks in the market and that the characteristics of Stocks A and B are given as follows:

Stock

Expected Return

Standard Deviation

A

$10\%$

$5\%$

B

$15\%$

$10\%$

Correlation $=-1$

Suppose that it is possible to borrow at the risk$-$free rate, Rf$.$ What must be the value of the risk$-$free rate?