nt Question 8 5 pts You are given the following correlation matrix for Securities J. K, and the Market: urity K 0.84 tion 1.00 0.84 0.42 0.42 0.30 1.00 Security J Security K 1.00 0.30 You know that the variance for J, K, and the Market are, respectively 0.0144004, 0.0225000, and 0.0005760. Also,TRF-0.02 and RPM Determine the required rate of return for Security K. 0.06. o 9.50% 10.44% O 11.38% /-, 12.31% 0 13.25%