Suppose Intel's stock has an expected return of 28.0% and a volatility of 19.0%, while Coca-Cola's has an expected return of 9.0% and volatility of 12.0%. 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.)