Problem 11-22 Question Help Suppose Intel's stock has an expected return of 20.0% and a volatility of 3.0%, while Coca-Cola's has an expected retum of 7.0% and volatility of 3.0%. If these two stocks were perfectly negatively correlated (1.6., 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? I solved it, please not answer this question Problem 11-22 Question Help Suppose Intel's stock has an expected return of 20.0% and a volatility of 3.0%, while Coca-Cola's has an expected retum of 7.0% and volatility of 3.0%. If these two stocks were perfectly negatively correlated (1.6., 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? I solved it, please not answer this