Portfolio beta

A mutual fund manager has a $$90\mathrm{.}0$ million portfolio with a beta of $1\mathrm{.}25.$ The risk$-$free rate is $3\mathrm{.}50\%,$ and the market risk premium is $6\mathrm{.}00\%.$ The manager expects to receive an additional $$30\mathrm{.}0$ million which she plans to invest in a number of stocks. After investing the additional funds, she wants to change the portfolio$$s risk level to increase investors$$ returns so that once the additional funds are invested the portfolio$$s required return will be $11\mathrm{.}75\%.$ What must the average beta of the new stocks added to the portfolio be to achieve the desired required rate of return?

a$.0\mathrm{.}675$

b$.0\mathrm{.}850$

c$.1\mathrm{.}375$

d$.1\mathrm{.}750$

e$.1\mathrm{.}880$