Your portfolio consists of $52,497 invested in a stock that has a beta = 0.8,

$66,726 invested in a stock that has a beta = 0.5, and $61,252 invested in a

stock that has a beta = 2. The risk-free rate is 3.2%. Last year this portfolio had

a required return of 6.7%. This year nothing has changed except that the market

risk premium has increased by 2.7%. What is the portfolios current required rate

of return?

9.66%

10.66%

11.66%

12.66%

13.66%