Suppose that there are many stocks in the security market and that the characteristics of stocks a and b are given as follows: stock expected return standard deviation a 12 % 4 % b 17 13 correlation = –1 suppose that it is possible to borrow at the risk-free rate, rf. what must be the value of the risk-free rate? (hint: think about constructing a risk-free portfolio from stocks a and b.) (do not round intermediate calculations. round your answer to 3 decimal places.)