A and B are two risk securities which areperfectly positively correlated. Security A has an expected rate of return of 16% and a standard deviation of return of 20%.Security B has an expected rate of return 10% and a standard deviation of return of 10%.The rate of return of the global minimum variance portfolio formed with A and B is __________.Explain.

a.10.00%

b.11.00%

c.14.00%

d.16.00%

e.None of the above