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 $6,000. You plan to increase your portfolio by buying 400 shares of AT&E at $10 a share. AT&E has a beta of 1.8. The current T-bill rate is 5%. What will be the required return of your portfolio after you purchase the new stock? Select one: a. 13.40% b. 12.70% c. 13.05% d. 12.54% e. 16.17%