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Assume that both portfolios A and B are well diversified, that E(A) = 0.12, and E(B) =0.08. If the economy has only one factor, and

Assume that both portfolios A and B are well diversified, that E(A) = 0.12, and E(B) =0.08. If the economy has only one factor, and BA = 1.57, whereas BB -0.8, what must be the risk-free rate? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321

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