The risk$-$free rate is $6\%$ and the market risk premium is $5\%.$ Your $$1$ million portfolio consists of $$300,000$ invested in a stock that has a beta of $1\mathrm{.}2$ and $$700,000$ invested in a stock that has a beta of $0\mathrm{.}8.$ Which of the following statements is CORRECT?

The portfolio's required return is more than $11\%.$

If the stock market is efficient, your portfolio's expected return should equal the expected return on the market, which is $11\%.$

The required return on the market is $10\%.$

If the market risk premium remains unchanged but expected inflation increases by $2\%,$ your portfolio's required return will increase by $2\%.$

If the risk$-$free rate remains unchanged but the market risk premium increases by $2\%,$ your portfolio's required return will increase by more than $2\%.$