Homework: Assignment 9 (1) Save Score: 0 of 1 pt 7 of 20 (19 complete) IW Score: 82.71%, 16.54 of 2... Problem 11-22 Question Help O Suppose Intel's stock has an expected return of 22.0% and a volatility of 23.0%, while Coca-Cola's has an expected return of 8.0% and volatility of 15.0%. If these two stocks were perfectly negatively correlated (i.e., their correlation coefficient is -1), a. Calculate the portfolio weights that remove all risk. b. If there are no arbitrage opportunities, what is the risk-free rate of interest in this economy? a. Calculate the portfolio weights that remove all risk. The portfolio weight of Intel would be %. (Round to two decimal places.)