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 has an expected return of 10% and standard deviation of 5% whereas stock B has an expected return of 15% and standard deviation 10%. The correlation between the stock returns is -1. Suppose that it is possible to borrow at the risk-free rate. What must be the value of the risk-free rate? Express your answer as a percentage