Doubly stochastic matrices — solving for a missing entry

Suppose $\{X_n,n\ge0\}$ is a Markov chain with state space $S=\{1,2,3\}$ and the transition probability matrix P given by

$$P=\begin{pmatrix}0.3&\alpha&\beta\\0.4&\gamma&0.1\\\delta&0.2&\varepsilon\end{pmatrix}.$$

If P is a doubly stochastic matrix, the value of $\beta$: