A mutual fund manager has a $80 million portfolio with a beta of 2.0. The risk-free rate is 4.0%, and the market risk premium is 5.5%. The manager expects to receive an additional $20 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 14%. What should be the average beta of the new stocks added to the portfolio? \begin{tabular}{|r|} \hline 0.9818 \\ \hline 1.0364 \\ 1.2000 \\ 1.1455 \\ 1.0909 \end{tabular}