A mutual fund manager has a $$20$ million portfolio with a beta of $1\mathrm{.}4.$ The risk$-$free rate is $2\mathrm{.}5\%,$ and the market risk premium is $5\%.$ The manager expects to receive an additional $$5$ million, which she plans to invest in a number of stocks. After investing the additional funds, she wants the fund's required return to be $10\%.$ What should be the average beta of the new stocks added to the portfolio? Negative value, if any, should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to one decimal place.