Suppose that there are many stocks in the security market and that the characteristics of stocks A and 8 are given as follows: Stock 4 B Expected Return 12% 17 Correlation = -1 Standard Deviation 4 13 Suppose that it is possible to borrow at the risk-free rate, rg. 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.) Risk free rate