consider two risky securities Genesis and Meridian. Genesis has an expected rate of return of $9\%$ and a standard deviation of $19\%.$ Meridian has an expected rate of return of $7\%$ and a standard deviation of $16\%.$ the correlation coefficient of the returns of two securities is $-1$

the return of the global minimum variance portfolio is

A$.9\mathrm{.}5\%$

B$.11\mathrm{.}4\%$

C$.10\mathrm{.}9\%$

D$.9\mathrm{.}9\%$