Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate it. The characteristics of two of the stocks are as follows: Stock A Expected Return SK 15% Standard Deviation 35% 65% Correlation-1 a. Calculate the expected rate of return on this risk-free portfolo? (Hint Can a particular stock portfolio be substituted for the risk-free asser?) (Round your answer to 2 decimal places.) Rate of totum b. Could the equilibrium ribe greater than 10.45 Yes NO