Assume both portfolios A and $B$ are well diversified, that $E(r_A)=14\%$ and $E(r_B)=14\mathrm{.}8\%.$ If the economy has only one factor, and ${}_A=1$ while ${}_B=1\mathrm{.}1,$ what must be the risk$-$free rate?

Risk$-$free rate

$6$