Consider two perfectly negatively correlated risky securities$,K$ and $L.$

K has an expected rate of return of $10\%$ and a standard deviation of $30\%.$

L has an expected rate of return of $8\%$ and a standard deviation of $18\%.$

The risk$-$free portfolio that can be formed with the two securities will earn $$ rate of return.

a$.14\mathrm{.}10\%$

b$.8\mathrm{.}00\%$

c$.8\mathrm{.}75\%$

d$.12\mathrm{.}90\%$

e$.13\mathrm{.}55\%$