Stock Investment Allocation Betal Standard Deviation Atteric Inc. (AI) 35% 0.750 23.00% Arthur Trust Inc. (AT) 20% 1.400 27.00% Li Corp. (LC) 15% 1.300 30.00% Baque Co. (BC) 30% 0.400 34.00% Rafael calculated the portfolio's beta as 0.8575 and the portfolio's expected return as 8.72%. 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 4%, 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 return change? (Note: Round your intermediate calculations to two decimal places.) O 0.78 percentage points 0.84 percentage points 0.53 percentage points 0.68 percentage points