Assume CAPM holds and the risk-free rate is 9%. Consider two perfectly negatively correlated (e.g. correlation = -1) risky securities A and B. A has an expected rate of return of 10% and a standard deviation of 20%. B has an expected rate of return of 8% and a standard deviation of 20%. The risk-free portfolio that can be formed with the two securities will earn rate of return. O 6% O 11% O 13% O 9%