Suppose that two stocks have the following characteristics:
Stock X and Y
Expected Return      X:13%    Y:11%
Standard Deviation  X:17%   Y: 15%  
Correlation: -1
(a) What risk-free rate of return can be earned from a portfolio of these stocks?

(b) Suppose a bank offers loans at a guaranteed rate of 13% and offers a guaranteed return of 11% on deposited funds. What advice would you offer an investor who is free to borrow and lend and trade X and Y


如题，求问大家这道题 特别是第二问如何解答 谢谢