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