$10.$ The market price of a security is $$40.$ Its expected rate of return is $13\%.$ The risk$-$free

rate is $7\%,$ and the market risk premium is $8\%.$ What will the market price of the secu$-$

rity be if its beta doubles $($and all other variables remain unchanged$)?$ Assume the stock

is expected to pay a constant dividend in perpetuity