There are two perfectly negatively correlated risky securities, A and B. The followings are the information about these two securities.

	Stock A	Stock B
Expected return	13%	10%
Standard deviation	19%	16%

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

Group of answer choices

9.5%

10.9%

10.4%

9.9%

11.40%