Suppose that there are two stocks in the security market. The characteristics of stocks A and B are given as follows: Stock A B Expected Return 11% 15% Standard Deviation 5% 9% The correlation between these two stocks is -1. Suppose that it is possible to borrow at the risk-free rate, rf. What must be the value of the risk-free rate in absence of arbitrage opportunities? Round your answer to 4 decimal places. For example, if your answer is 3.205%, then please write down 0.0321