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 B Expected Return 128 17 Correlation = -1 Standard Deviation 58 11 Suppose that it is possible to borrow at the risk-free rate, re. 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.) Answer is complete but not entirely correct. Risk-free rate 15.865 %