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

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$.$ Since they have a perfect negative correlation, the rate of return will be the $r_f)$

Note: Do not round intermediate calculations. Round your answer to $3$ decimal places.

Risk$-$free rate