Consider two perfectly negatively correlated risky securities A and B. A has an expected rate of return of 12% and a standard deviation of 15%. B has an expected rate of return of 9% and a standard deviation of 12%. The risk-free portfolio that can be formed with the two securities will earn _____ rate of return.

	A.	9.5%
	B.	10.3%
	C.	9.9%
	D.	10.4%
	E.	10.2%