Expected return for stock i is given by: E[Ri] = R; + Bi (E (RM Rf]). Stock 1 and Stock 2 have expected returns of 10% and 15% with betas of 1 and 2, respectively - that is, E[Ru] = 10%, E (R2) = 15%, B1 = 1, and B2 = 2. What is the risk-free rate, R; ? Note that Rg and E(Rm) are common to both stocks. 3% Oo oo 4% 5%