Question: Please help me answer the question: Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 14%

Please help me answer the question:

Consider two perfectly negatively correlated risky securities, K and L. K has an expected rate of return of 14% and a standard deviation of 15%. L has an expected rate of return of 20% and a standard deviation of 25%. In order to form a riskfree portfolio between these two securities, what is the weighting in asset K? O a. 62.5% 0 b. 18.0% 0 c 37.5% 0 d. 60.0% 0 e. None ofthe options are correct

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