Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows Stock 8 Expected Return 10% 18 Correlation = -1 Standard Deviation 5% Suppose that it is possible to borrow at the risk-free rate ry What must be the value of the risk-free rate? (Hint Think about constructing a risk free portfolio from stocks A and B.) (Do nor round Intermediate calculations, Round your answer to 3 decimal places.) Risk-free rate 96