11. Portfolio beta and weights Brandon is an analyst at a wealth management firm. One of his dients holds a $7,500 portfolio that consists of four stocks. The imvestrient allocation in the portiolio along with the contribution of risk from each stock is given in the following table: Brandon calculated the portuolio's beta as 0.8775 and the portfolio's expected return as 8.83%. Brandon thinks it will be a good idea to reallocate the funds in his client's portfolio. He recommends replacing Atteric Inci's shares vith the same amount in additional shares of Transfer Fuels Co. The risk-free rate is 4%, and the market risk premium is 5.50%. According to Brandon's recommendation, assuming that the market is in equilibrium, how much will the portfolio's required return change? (Note: Round your intermediate calculations to two decimal places.) 0.37 percentage points 0.48 percentage points 0.55 percentage points 0.60 percentege points