15% Market Portfolio Efficient Portfolio Efficient Fion of All Risky Sec IBM 10% Capital Market Line Expected Return OGE OGM Disney McDonald's o o Merck Exxon Mobil Campbell Soup Anheuser-Busch Edison International 5% Risk Free Investment 0% 0% 5% 10% 15% 20% 25% 30% 35% Volatility (standard deviation) If CAPM hold and given the above picture, which of the following stocks has the highest Idiosyncratic risk? O Disney O Campbell Soup O McDonalds O Edison International O GE