Question 18 1 pts Suppose that there are two stocks in the security market. The characteristics of stocks A and B are given as follows: Stock Expected Return Standard Deviation A 12% 15% 13% 5% B The correlation between these two stocks is -1. Suppose that it is possible to borrow at the risk-free rate, rf. What must be the value of the risk- free rate? (Hint: Think about constructing a risk-free portfolio from stocks A and B.)