Suppose that among the many stocks in the market there are two securities, A and B, with the following characteristics: A's return has a mean and standard deviation of E[RA] = 0.08, and OA = 0.40, while B's return has E[RB] = 0.13 .and oB = 0.8. If the correlation between these two is p =-1, and if it is possible to borrow and lend at the risk-free rate, Rf, then the equilibrium risk-free rate must be Answer: (round answer to nearest two decimal places)