Suppose that two risky portfolios, Portfolio A and Portfolio B$,$ are perfectly negatively correlated.

Portfolio A has an expected rate of return of $10\%$ and a standard deviation of the rate of return of $20\%.$

Portfolio B has an expected rate of return of $12\%$ and a standard deviation of the rate of return of $30\%.$

Portfolio A and Portfolio B are combined in such a way that the combination has a standard deviation of zero. What is the weight of portfolio A$?$

A$)10\%$

B$)20\%$

C$)40\%$

D$)60\%$