The required rate of return for Mallwart is 12 percent. The risk-free rate is 4 percent and the market risk premium is 5 percent. Estimate the beta for the Mallwart stock. Now, assume that all other items remain the same but the risk-free rate rises to 6 percent. What will be the required rate of return on Mallwart stock after this change in the risk-free rate?

A. 12.37%

B. 11.09%

C. 9.42%

D. 13.26%

E. 14.00%

F. 10.78%