Suppose it's stock has an expected return of 28.0% and a volatility of 19.0%, while Coca-Cola's hus an expected return of 0.0% and volatility of 120% if these two stocks were perfectly negatively correlated fie, the correlation coefficientis - 1) Calou to the portfolio wghts that remove all bere arbitrage opportunities, what is the risk-free rate of interest in this economy? a. Circulate the portfolio weights that remove all The portfolie 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.)