For the upcoming year, the risk-free rate is 2 percent, and the expected return to the market is 7 percent. You are also given the following covariance matrix for Securities J, K, and L. Covariance Security J Security J Security K Security L 0.0012532 0.0010344 0.0019711 0.0023717 0.0013558 Security K 0.0010344 Security L 0.0019711 0.0013558 0.0048442 Also assume that you form a portfolio by putting 0 percent of your funds in Security J, 40 percent of your funds in Security K, and 60 percent of your funds in Security L. Based on this information, determine the standard deviation of the resulting portfolio. O 6.47% 5.27% 4.98% 5.82% O 4.77%