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You are an investor in common stock, and you currently hold a well-diversified portfolio which has a required return of 12%, a beta of 1.2, and a total value of $8,000 You plan to increase your portfolio by buying 200 shares of AT&E at $10 a share. AT&E has a beta of 1.8. The current T-bill rate is 3%. What will be the required return of your portfolio after you purchase the new stock? Select one: O a 12.54% Ob 10.67% . 12.45% Od 12.35% 12.90% Oe