You are given the following correlation matrix for Securities J, K, and the Market: Correlation Security Security K Market Security 1.00 0.84 0.42 Security 0.84 1.00 0.30 Market 0.42 0.30 1.00 You know that the variance for J, K, and the Market are, respectively: 0.0144004.0.0268960, and 0.0005760. Also, RF = 0.04 and RPM 0.12. Determine the required rate of return for Security K, assuming CAPM is correct. 27.46% 28.60% 29.20% 30.88% O 26.32%