Check my work 10 Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, rf. The characteristics of two of the stocks are as follows: 10 points Stock A B Correlation = -1 Expected Return 11% 20% Standard Deviation 35% 65% eBook a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk-free asset?) (Round your answer to 2 decimal places.) Print Rate of return % References b. Could the equilibrium rf be greater than 14.15%? O Yes O No