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There are only 2 assets in the market. You do not know whether CAPM holds. Asset 1 has expected return of 10% and standard deviation

There are only 2 assets in the market. You do not know whether CAPM holds. Asset 1 has expected return of 10% and standard deviation of 5%. Asset 2 has expected return of 15% and standard deviation of 10%. The correlation between assets 1 and 2 is -1. What is the risk-free rate?

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