Suppose? Intel's stock has an expected return of 22.0% and a volatility of 23.0%?, while? Coca-Cola's has an expected return of 8.0% and volatility of 15.0%. If these two stocks were perfectly negatively correlated?(i.e., their correlation coefficient is negative -1?),
a. Calculate the portfolio weights that remove all risk.
b. If there are no arbitrage? opportunities, what is the? risk-free rate of interest in this? economy