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 Expected Return Standard Deviation 40 115 609 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 9.20%? Yes O No