A mutual fund manager has a $20 millon pertfole with a bete of 1.6. The risk-free rate is 2.5%, and the market risk premium is 7%. The manager expects te receive an addaional $5 milion, which she plars to invest in a number of stocks. After investing the addivional funds, she wants the fund's required return to be 137 . What should be the aversge bets of the new stocks added to the portiolie? Negative value, if any, should be indiested by a minus sign, Do not round intermediate calculations. Round your answer to one decimal place