Assume that all investors have some maximum standard deviation they are able to tolerate and 3 are maximizing the expected return subject to not exceeding that standard deviation. There are investors with all kinds of maximum standard deviations. There are only 2 assets in the market. Asset 1 has an expected return of 10% and a standard deviation of 5%. Asset 2 has an expected return of 15% and a standard deviation of 10%. The correlation between assets 1 and 2 is -1. You do not know whether CAPM holds and what are the market valuations of these two assets. What is the risk-free rate