13. Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 17%. B has an expected rate of return of 9% and a standard deviation of 14%. The risk- rate of return. free portfolio that can be formed with the two securities will earn A. 9.5% B. 10.4% C. 10.9% D. 9.9% E. none of the above

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13. Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 17%. B has an expected rate of return of 9% and a standard deviation of 14%. The riskfree portfolio that can be formed with the two securities will earn rate of return. A. 9.5% B. 10.4% C. 10.9% D. 9.9% E. none of the above