Exercise 1. Consider two stocks A and B. Stock A has an expected return of 10% and a standard deviation of 5%. Stock B has an expected return 15% and a standard deviation of 10%. The stocks are perfectly negatively correlated (Corr(TA.TB) = -1). What must be the value of the risk-free rate? (Hint: Think about constructing a risk-free portfolio from stocks A and B)