Summer A 2022 Home Announcements Quizzes yLab and astering des ple -Evals Flock gress chegg D Question 3 5 pts Assume that you are given the following partial covariance and correlation matrices for Securities J. K and the Market. Also assume that the expected risk-free rate for the coming year is 3.0 percent and that the expected risk premium on the market is 9.0 percent. Given this information, determine the required rate of return for Security J for the coming year, using CAPM. Correlation J K Market J K 0.44 Market 0.86 0.64 1.00 Covariance K Market J 0.014400 J K 0.016900 Market Standard Deviation 0.003600 Market K O 12.71% O 18.48% O 15.48% O 15.04% O 20.20% Study Edge Exam Guidelines printer E Your Webcam gDrive 2048 Minimize