Consider two risky assets, S and B$,$ with the following characteristics: E$($rS$)=9\%,\backslash$sigma S$=20\%$

E$($rB$)=5\%,\backslash$sigma B$=5\%$ and $\backslash$rho BS$=-1$

a$)$ Is it possible to combine the two assets in a portfolio such that the portfolio has zero risk $($i$.$e$.$ zero standard deviation$)?$ If so$,$ what is the composition of the zero$-$risk portfolio?

b$)$ Suppose that in addition to trading in the risky assets S and B$,$ investors can also freely buy, sell or short$-$sell a risk$-$free asset with risk$-$free rate rf$.$ What must be the risk$-$free rate rf $?$ What would happen otherwise?

$($Must be done in excel$)$