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. O A. 10.3% OB. 10.2% O C. 10.4% O D.9.5% O E. 9.9%