Dyson Inc. currently finances with $20\mathrm{.}0\%$ debt $($i$.$e$.,$ wd $=20\%),$ but its new CFO is considering changing the capital structure so wd $=40\mathrm{.}0\%$ by issuing additional bonds and using the proceeds to repurchase and retire common shares so the percentage of common equity in the capital structure $($wc$)=1$ wd$.$ Given the data shown below, by how much would this recapitalization change the firm's cost of equity? Do not round your intermediate calculations.

Risk$-$free rate, rRF $5\mathrm{.}00\%$ Tax rate, T $40\%$

Market risk prem, RPM $6\mathrm{.}00\%$ Current wd $20\%$

Current beta, bL$11\mathrm{.}60$ Target wd $40\mathrm{.}0\%$

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a$.2\mathrm{.}46\%$

b$.2\mathrm{.}44\%$

c$.2\mathrm{.}30\%$

d$.2\mathrm{.}09\%$

e$.2\mathrm{.}21\%$