Check my work Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, ip. The characteristics of two of the stocks are as follows: Stock A B Correlation - -1 Expected Return 10% 17% Standard Deviation 30% 70% 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.) Rate of retum b. Could the equilibrium rf be greater than 12.10%? Yes ONo