Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate. The characteristics of two of the stocks are as follows: $ Stock Expected Standard Return Deviation 9% 45% 55% Correlation-1 Required: 0. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be formed to create a *synthetic" risk free asset?) (Round your answer to 2 decimal places.) Rate of return b. Could the equilibrium y be greater than rate of return? o Yes NO