Suppose Intel's stock has an expected return of 20.0% and a volatility of 3.0%, while Coca-Cola's has an expected return of 7.0% and volatility of 3.0%. 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.)