Your portfolio consists of $85,100 invested in a stock that has a beta = 1.3,

$66,730 invested in a stock that has a beta = 0.7, and $68,665 invested in a

stock that has a beta = 1.4. The risk-free rate is 2.5%. Last year this portfolio had

a required return of 9.8%. This year nothing has changed except that the market

risk premium has increased by 2.8%. What is the portfolios current required rate

of return?

Group of answer choices

13.02%

12.02%

14.02%

11.02%

10.02%