Suppose that among the many stocks in the market there are two securities, A and B, with the following characteristics: A has mean return of 8% and return standard deviation = 0.4 and B has mean return of 13% and return standard deviation = 0.6. If the correlation between these two is =1, and if it is possible to borrow and lend at the risk-free rate, rf, then the equilibrium risk-free rate must be: (Hint: the minimum variance portfolio constructed using A and B has zero variance)