Assume the CAPM assumptions hold. The investment horizon is one year, and all quantities defined are already annualized. The market portfolio has mean return at 12% with a standard deviation 20%. The standard deviation of stock A's return is 25%. It is known that the systematic component of stock A's return is 50% of its total risk; here risk refers to the variance. The current price of stock A is $100, what is its expected price one year later? (Assume the risk-free rate is 0%)