Brandon is an analyst at a wealth management firm. One of his clients holds a $5,000 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 Standard Deviation 38.00% 42.00% 45.00% 49.00% Investment Stock Atteric Inc. (AI) Arthur Trust Inc. (AT) Li Corp. (LC) Baque Co. (BC) Allocation 35% 20% 15% 30%, Beta 0.900 1.400 1.100 0.400 Brandon calculated the portfolio's beta as 0.880 and the portfolio's expected return as 12.60%. 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 Baque 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 required return change? much will the portfolios O 1.62 percentage points O 1.31 percentage points O 1.51 percentage points O 1.02 percentage points