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 Return 8 110 Standard Deviation 400 600 Correlation-1 Required: a. 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 ry be greater than rate of return? Yes O No