Rafael 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

Atteric Inc. $($AI$)35\%0\mathrm{.}60038\mathrm{.}00\%$

Arthur Trust Inc. $($AT$)20\%1\mathrm{.}40042\mathrm{.}00\%$

Li Corp. $($LC$)15\%1\mathrm{.}10045\mathrm{.}00\%$

Transfer Fuels Co$.($TF$)30\%0\mathrm{.}30049\mathrm{.}00\%$

Rafael calculated the portfolio$$s beta as $0\mathrm{.}7450$ and the portfolio$$s expected return as $8\mathrm{.}10\%.$

Rafael 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 $5\mathrm{.}50\%.$

According to Rafael$$s recommendation, assuming that the market is in equilibrium, how much will the portfolio$$s required return change? $($Note: Round your intermediate calculations to two decimal places.$)$

$0\mathrm{.}58$ percentage points

$0\mathrm{.}72$ percentage points

$0\mathrm{.}45$ percentage points

$0\mathrm{.}67$ percentage points