a$\backslash$table$[[\backslash$table$[[$Covariance$],[$Matrix$]],$Security J$,$Security K$,$Market$],[$Security J$,0\mathrm{.}028561,$Left Blank,Left Blank$],[$Security K$,0\mathrm{.}015818,0\mathrm{.}054756,$Left Blank$],[$Market$,0\mathrm{.}013790,0\mathrm{.}014321,$Left Blank$]]$

$\backslash$table$[[\backslash$table$[[$Correlation$],[$Matrix$]],$Security J$,$Security K$,$Market$],[$Security J$,1\mathrm{.}00,0\mathrm{.}40,0\mathrm{.}80],[$Security K$,0\mathrm{.}40,1\mathrm{.}00,0\mathrm{.}60],[$Market$,0\mathrm{.}80,0\mathrm{.}60,1\mathrm{.}00]]$

For the upcoming year, the risk$-$free rate is $3$ percent, and the expected return to the market is $9$ percent. Assume that you invest $10$ percent of your funds in Security J$,$ and the balance of your funds in Security K$.$ Based on this information, and the tables above, determine the beta of the resulting portfolio. Note: calculate your betas out to four decimal places.

$1\mathrm{.}361$

$1\mathrm{.}366$

$1\mathrm{.}331$

$1\mathrm{.}341$

$1\mathrm{.}371$