You've been monitoring Bletchley Park Corporation and have calculated the following information. The company has a debt to asset ratio of $57\mathrm{.}45\%,$ market beta of $1\mathrm{.}26,$ unlevered beta of $\mathrm{.}72($at a $40\%$ marginal tax rate$),$ and a cost of equity of $13\mathrm{.}67\%.$ The risk free rate is $1\mathrm{.}8\%.$ The risk premium due to financial risk is closest to$?$

Question $2$ options:

$57\%.$

$43\%.$

$65\%.$