Rafael is an analyst at a wealth management firm. One of his clients holds a $10,000 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: Beta Stock Atteric Inc. (AI) Arthur Trust Inc. (AT) Li Corp. (LC) Baque Co. (BC) Investment Allocation 35% 20% 0.600 Standard Deviation 38.00% 42.00% 1.600 15% 1.300 45.00% 49.00% 30% 0.400 Rafael calculated the portfolio's beta as 0.845 and the portfolio's required return as 8.6475% 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 Baque Co. The risk-free rate is 49, and the market risk premium is 5.50% According to Rafael's recommendation, assuming that the market is in equilibrium, how much will the portfolio's required turn change? (Note: Do not round your intermediate calculations.) O 0.4774 percentage points 0.4420 percentage points 0.3003 percentage points