Consider two perfectly negatively correlated risky securities Y and Z. Y has an expected tate of return of tas. and a standard deviation of 21%. Z has an empected rate of retarn of 12% and a standard deviation of 15%. The risk-free portolo that can be formed with the two securities wit earn a(n) final answer in percent form, rounded to two decimal places le. 12.34% | rate of return. (Do not round intermediate calculations. Input your