Problem 6-14 10 points Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, P. The characteristics of two of the stocks are as follows: Stock eBook Expected Return Standard Deviation 98 45% 133 55% Correlation = -1 Print References a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk-free asset?) (Round your answer to 2 decimal places.) Rate of return b. Could the equilibrium rf be greater than 10.80%? Yes O No