You are thinking of buying a stock priced at

$98 per share. Assume that the risk-free rate is about

5.5% and the market risk premium is

6.1%. If you think the stock will rise to

$118 per share by the end of the year, at which time it will pay a

$1.76 dividend, what beta would it need to have for this expectation to be consistent with the CAPM?