11. Portfolio beta and weights Gregory is an analyst at a wealth management firm. One of his clients holds a $7,500 portfolio that consists of four stocks. The investment allocation in the portfolio along with the contribution of risk from each stock is given in the following table: nvestment Allocation 3596 20% 15% 30% Beta 0.600 1.600 1.100 0.400 Standard Deviation 23.00% 27.00% 30.00% 34.00% Stock Atteric Inc. (AI) Arthur Trust Inc. (AT) Li Corp. (LC) Transfer Fuels Co. (TF) Gregory calculated the portfolio's beta as 0.815 and the portfolio's expected return as 8.48%. thinks it will be a good idea to reallocate the funds in his client's portfolilo. He recommends replacing Atteric Inc. 's shares with 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 Gregory's recommendation, assuming that the market is in equilibrium, h renuired roturn chanae? ow much will the portfolio's