A mutual fund manager has a $20 million portfollo with a beta of 1.3. The risk-free rate is 5.5%, and the market risk premium is 9%. The manager expects to recelve 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 19%. What should be the averoge beta of the new stocks added to the portfolio? Negative value, if any, should be indicated by a minus sign. Do not round intermediate calculatons. Round your answer to one decimal place