Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows: Standard deviation Stock A 8 Expected Return 14% 22 Correlation-1 7% 11 Suppose that it is possible to borrow at the risk free rate, 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 fate es