Consider two perfectly negatively correlated risky securities$,$ stock A has an expected rate of return of $15\%$ and a standard deviation of $20\%.$ Stock B has an expected rate of return of $8\%$ and a standard deviation of $12\%.$ The risk$-$free portfolio that can be formed with the two securities will earn $\_\_\_\_\_$ rate of return.

Question $10$Select one:

a$.$

None of the options are correct.

b$.$

$10\mathrm{.}6\%$

c$.$

$9\mathrm{.}4\%$

d$.$

$13\mathrm{.}4\%$

e$.$

$11\mathrm{.}7\%$