You compute the expected returns and volatilities of stocks A and B as E(RA)=7.4%, E(RB)=1.7%, LaTeX: \sigma(RA)=13.2%, and LaTeX: \sigma(RB)=18.5%. The correlation between RA and RB is negative and equal to 1. Combine the two assets, A and B, to get a risk-free portfolio. What must be the value of the risk-free borrowing and lending rate? Report your answer in decimal form and round to 4 decimal places.