Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows:

Stock		Expected Return				Standard Deviation
A			14	%			6	%
B			16				9
	Correlation = 1

Suppose that it is possible to borrow at the risk-free rate, r_f. What must be the value of the risk-free rate? (Hint: Think about constructing a risk-free portfolio from stocks A and B.) (Do not round intermediate calculations. Round your answer to 3 decimal places.)