Consider the following covariance matrix for Securities J, K, and Market Covariance Security J Market Security K 0.017633280 0.016384000 Security 0.001290240 Security K 0.017633280 0.026896000 0.001180800 Market 0.001290240 0.001180800 0.000576000 You wish to construct a portfolio with 20% in Security J and 80% in Security K. alculate a ratio of the beta of that portfolio divided by the standard deviation of th rtfolio. 5.4