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Suppose that there are many stocks in the security's market and that the characteristics of security A and B are given as follow: Expected return

Suppose that there are many stocks in the security's market and that the characteristics of security A and B are given as follow: Expected return 10% Standard deviation 7% Stock A Stock B 18% 15% Correlation coefficient between return of stock A and B is -1. Assume that you can borrow and lend at a risk-free rate of rf. What must be the value of the risk-free rate

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