[6 marks] Problem 6 (10 marks). Suppose Intel's stock has an expected return of 26% and a volatility of 50%, while Coca-Cola's stock has an expected return of 6% and a volatility of 25%. If these two stocks were perfectly negatively correlated (i.e. their correlation is -1), a) Calculate the portfolio weights that remove all risk. [6 marks] b) What is the risk-free rate of interest in this economy? (4 marks]