eBook Problem Walk-Through A mutual fund manager has a 520 million portfolio with a bea of 1.2. The riske free rate is 2.5%, and the market risk premam is 99. The manager expects to receive an additional milion which she plans to invest in a number of stocks. After investing the additional funds, she wants the funds required return to be 10%. What should be the average bets of the new stocks added to the portfolio? Negative value, if any, should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to one decimal place