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 90% and volatility of 12 0% If these two stocks were perfectly negatively correlated ie 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 D96. (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 L% (Round to two decimal places )