Assume we live in a single-factor world, where the market is the only factor and assets are correctly priced. The expected market return is 6%, and the risk-free rate is 2%. Consider a risky zero-coupon bond with a face value of $100 that matures in exactly 3 years. Initially, the beta of the bond is 0.5, and the initial yield to maturity of the bond is 10%. If the beta doubles but the bonds expected cash flows and face value remain unchanged, what will be the new yield to maturity of the bond?