Check my work Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, Is. The characteristics of two of the stocks are as follows: xpected Return Standard Deviation 408 608 Correlation -1 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 rotum b. Could the equilibrium ry be greater than 9.20%? Yes No