Suppose Intel's stock has an expected return of 25.0% and a volatility of 12.0%, while Coca-Cola's has an expected return of 4.0% and volatility of 5.0%. 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.) The portfolio weight of Coca-Cola would be %. (Round to two decimal places.) b. If there are no arbitrage opportunities, what is the risk-free rate of interest in this economy? The risk-free rate of interest in this economy is %. (Round to two decimal places.)