9. Portfolio beta and weights 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: Stock Investment Allocation Beta Standard Deviation 35% 0.750 38.00% Atteric Inc. (AI) Arthur Trust Inc. (AT) 20% 1.600 42.00% Li Corp. (LC) 15% 1.100 45.00% Transfer Fuels Co. (TF) 30% 0.300 49.00% Brandon calculated the portfolio's beta as 0.838 and the portfolio's required return as 8.6090%. 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 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: Do not round your intermediate calculations.) O 0.6778 percentage points O 1.0776 percentage points O 0.9994 percentage points O 0.8690 percentage points