Question 9 You are given the following correlation matrix for Securities J, K, and the Market: Correlation Security Security K Market Security 1.00 0.84 0.42 Security K 0.84 1.00 0.30 Market 0.42 0.30 1.00 You know that the variance for J, K, and the Market are, respectively: 0.0144004, 0.0225000, and 0.0005760. Also, IRF 0.02 and RPM = 0.05. Determine the required rate of return for Security J, based on the Capital Market Line. Answer in decimal format, to 4 decimal places. For example, if your answer is 12.25%, enter "0.1225