Roman, FRM, is adopting a CAPM framework in his investment strategy. The current prevailing 3-month T-bill rate is 2.4% and Roman's portfolio has a beta of 1.12. Suppose that based on new information, Roman adjusts his forecast on S&P 500's return from 8.2% to 9.0% in the model. What is the impact of this adjustment on the expected portfolio return based on the CAPM equation?