4. Consider two perfectly negatively correlated risky securities A and B (the correlation = -1). A has an expected rate of return of 12% and a standard deviation of 15%. B has an expected rate of return of 20% and a standard deviation of 25%. The risk-free portfolio that can be formed with the two securities will earn a rate of return. A) B) C) D) E) 0% 11% 13% 15% Somewhere between 0% and 10%