6. Portfolio beta and weights Aa Aa Brandon 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: Investment Allocation 35% 20% 15% 3090 Beta 0.900 1.600 1.100 0.300 Standard Deviation 38.00% 42.00% 45.00% 49.00% Stock Atteric Inc. (AI) Arthur Trust Inc. (AT) Lobster Supply Corp. (LSC) Transfer Fuels Co. (TF) Brandon calculated the portfolio's beta as 0.890 and the portfolio's expected return as 12.68% Brandon thinks it will be a good idea to reallocate the funds in his client's portfolio. He recommends replacing Atteric Inc.'s shares with the same amount in additional shares of Transfer Fuels Co. The risk-free rate is 6%, and the market risk premium is 7.50%. According to Brandon's recommendation, assuming that the market is in equilibrium, how much will the portfolio's required return change? O 1.82 percentage points O 1.23 percentage points O 1.58 percentage points O 1.96 percentage points