Consider two perfectly positively correlated risky securities A and B. Security A has an expected return of 0.09 and a return standard deviation of 0.04, while the expected return and return standard deviation of security Bare 0.1 and 0.06 respectively. What should be the equilibrium risk-free rate without arbitrage opportunities? Please round your calculation to the nearest 2nd decimal and fill in the calculated number below. Please put your answer as decimal values instead of percentage points (e.g., 0.01, but not 1%)