Consider the following two securities: A and B. The two are perfectly positively correlated. A has an expected rate of return of 10% and a standard deviation of 20%, while B has an expected rate of return of 20% and a standard deviation of 40%. The risk-free portfolio that can be formed with the two securities will earn a rate of return equal to _______.

21.Consider the following two securities: A and B. The two are perfectly positively correlated. A has an expected rate of return of 10% and a standard deviation of 20%, while B has an expected rate of return of 20% and a standard deviation of 40%. The risk-free portfolio that can be formed with the two securities will earn a rate of return equal to