A mutual fund manager has a $20 million portfolio with a beta of 1.5. The risk-free 25%, and the maritisk premamis 7 The manager expects to anal 5 million, which she plans to invest in a number of stock Alteresting the additional funds, he wants the fund's required return to be 13%. What should be the verge beta of the added to the portfolio Negative value, Wany, should be indicated by a minus sign. Do not found intermediate calculations, Round your answer to one decimal place Grade it Now Save & Continue Continue without saving