You manage a $16 million portfolio has a beta of 0.96 and an expected return of 8.6% per year. You intend to invest an additional $4 million in the portfolio so that the expected return decreases to 8.0% per year. If the risk-free interest rate is 3.7% per year, what does the expected return of the new investment need to be? O A) 5.6% OB) 6.1% OC) 6.7% OD 7.1% E) 7.6%