Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, rf. The characteristics of two of the stocks are as follows: Stock A Expected Return Standard Deviation 60% 5% 40% 9% Correlation = -1 a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk-free asset?) (Round your answer to 2 decimal places.) Rate of return % b. Could the equilibrium rf be greater than 6.60%? O Yes O NO