Suppose you have a project that has a $0\mathrm{.}8$ chance of tripling your investment in a year and a $0\mathrm{.}2$ chance of doubling your investment in a year. What is the standard deviation of the rate of return on this investment? $($Do not round intermediate calculations. Enter your answer as a percentage rounded to $2$ decimal places.$)$

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Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are given as follows:

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StockExpected Return$$Standard DeviationA$12\%4\%$B$1713$Correlation $=1$

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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.$)$