Consider the following two assets with a correlation coefficient of -1:

Stock	Expected Return	Standard Deviation
A	8%	40%
B	13%	60%

a.) Calculate the portfolio standard deviation and expected return for a portfolio with a 40% invested in asset 1 and 60% invested in asset 2.

b.) Based on your calculation, what is the value of the risk-free rate?

c.) What would happen if the risk-free rate was different from the rate you answered in part b?