19 of 33 Consider the following two securities A and B. The two are perfectly negatively correlated. A has an expected late of return of 35% and a standard deviation of 50%, while B has an expected rate of retum of 25% and a standard deviation of 40%. The risk-free portfolio that can be formed with the two securities wil eam a rate of return equal to choose the closest answer) Oa 26 3% Ob 29.4% OC 20.4% Od 30.3% O None of the choices is correct Unsure