We have conducted a multiwavelength study of several radio sources within or near the error boxes of EGRET unidentified sources at mid to high Galactic latitude, under the hypothesis that the radio sources are blazars and are thus the best identification candidates for the EGRET objects. We show that one of these radio sources, PMN 0850-12, has a flux of 1.5 Jy at 22 GHz and a nearly flat spectrum up to 230 GHz and is thus very likely to be the correct identification for for the EGRET source 2EG J0852-1237.