Suppose Intel's stock has an expected return of 24.0% and a volatility of 14.0%, while Coca-Cola's has an expected return of 5.0% and volatility of 10.0%. 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? C. a. Calculate the portfolio weights that remove all risk. The portfolio weight of Intel would be %. (Round to two decimal places.)