Please see the questions below and provide answers. Thank you.

Brandon is an analyst at a wealth management firm. One of his clients holds a $2,5{JD 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 Stud-r. Allocation Atteric Inc. {AI} 35% Arthur Trust Inc. {AT} 211% Lobster Supply Corp. {LEE} 15% Baque Co. {BC} 311% Brandon calculated the portfolio's beta as [1.1383 and the portfolio's expected return as 12.52%. Brandon thinks it will he 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 2.511%. According to Brandon's recommendation, assuming that the market is in equilibriumr how much will the portfolio's required return change? O 1.06 percentage points 0 [1.92 percentage points 0 [1.22 percentage points 0 1.14- percentage points