For the upcoming year, the risk$-$free rate is $2$ percent, and the expected return to the market is $7$ percent, and the standard deviation of the market is $20$ percent. You are also given the following covariance matrix for Securities J$,$ K$,$ and L$.$

$\backslash$table$[[$Covariance$,$Security J$,$Security K$,$Security L$],[$Security J$,0\mathrm{.}0012532,0\mathrm{.}0010344,0\mathrm{.}0019711],[$Security K$,0\mathrm{.}0010344,0\mathrm{.}0023717,0\mathrm{.}0013558],[$Security L$,0\mathrm{.}0019711,0\mathrm{.}0013558,0\mathrm{.}0048442]]$

Also assume that you form a portfolio by putting $90$ percent of your funds in Security J$,0$ percent of your funds in Security K$,$ and $10$ percent of your funds in Security L$.$ Based on this information, determine the required return of the resulting portfolio, based on the Capital Market Line $($CML$).$

$3\mathrm{.}64\%$

$3\mathrm{.}34\%$

$3\mathrm{.}49\%$

$3\mathrm{.}17\%$

$2\mathrm{.}94\%$