Consider a one$-$factor Arbitrage Pricing Theory model. There are two well$-$diversified portfolios: A and B$.$ Portfolio A$$s expected return is $24$ percent and its beta is $0\mathrm{.}6$; Portfolio B$$s expected return is $12$ percent and its beta is $0\mathrm{.}2.$ What is the risk$-$free rate in the model?