$9\mathrm{.}66\%10\mathrm{.}66\%11\mathrm{.}66\%12\mathrm{.}66\%13\mathrm{.}66\%$

Your portfolio consists of $$62,276$ invested in a stock that has a beta $=1\mathrm{.}2,$ $$23,528$ invested in a stock that has a beta $=0\mathrm{.}9,$ and $$20,786$ invested in a stock that has a beta $=0\mathrm{.}9.$ The risk$-$free rate is $3\mathrm{.}4\%.$ Last year this portfolio had a required return of $8\mathrm{.}2\%.$ This year nothing has changed except that the market risk premium has increased by $4\mathrm{.}2\%.$ What is the portfolio's current required rate of return?

$13\mathrm{.}22\%$

$12\mathrm{.}22\%$

$13\mathrm{.}72\%$

$11\mathrm{.}72\%$

$12\mathrm{.}72\%$