Stock Investment Allocation Beta Standard Deviation Atteric Inc. (AI) 35% 0.750 38.00% Arthur Trust Inc. (AT) 20% 1.600 42.00% Li Corp. (LC) 15% 1.100 45.00% Transfer Fuels Co. (TF) 30% 0.300 49.00% Brandon calculated the portfolios beta as 0.838 and the portfolios required return as 8.6090%. Brandon thinks it will be a good idea to reallocate the funds in his clients 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 5.50%. According to Brandons recommendation, assuming that the market is in equilibrium, how much will the portfolios required return change? (Note: Do not round your intermediate calculations.) 1.0776 percentage points 0.8690 percentage points 0.6778 percentage points 0.9994 percentage points