Assume that you are given the following partial, covariance and correlation tables. For the upcoming year, the risk$-$free rate is $3$ percent, and the market risk premium is $6$ percent.

$\backslash$table$[[$Covariance Matrix$],[$Variables$,$J$,$K$,$Market$],[$J$,0\mathrm{.}0018490,0\mathrm{.}0006020,],[$K$,0\mathrm{.}0006020,0\mathrm{.}0012250,],[$Market$,,,0\mathrm{.}0016000]]$

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

You form a portfolio by investing $10$ percent of your funds in Security J$,$ and the balance of your funds in security K$.$ Determine the required return of your portfolio, based on CAPM.