Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows: Stock A B E(r) 14% 18% Std Dev 6% 10% Correlation = -1 Suppose that it is possible to borrow at the risk-free rate, rf. What must be the value of the risk-free rate? (Hint: Think about constructing a risk-free portfolio from stocks A and B.) Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 3 decimal places. Enter answer in PERCENT format (e.g. 1.000%-show 3 decimals in this format) Do not enter percent signs (no %)