4. Portfolio risk and return Emma holds a $5,000 portfolio that consists of four stocks. Her investment in each stock, as well as each stock's beta, is listed in the following table: Beta Stock Andalusian Limited (AL) Zaxatti Enterprises (ZE) Three Waters Co. (TWC) Mainway Toys Co. (MTC) Investment $1,750 $1,000 $750 0.80 1.50 1.15 Standard Deviation 12.00% 11.50% 16.00% 22.50% $1,500 0.40 Suppose all stacks in Emmia's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? O Andalusian Limited Mainway Toys Co. O Three Waters Co. O Zaxatti Enterprises Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of Stand-alone tisk? Three Waters Co. O Mainway Toys Co. O Andalusian Limited O Zaxatti Enterprises If the risk-free rate is 7% and the market risk premium is 8.5%, what is Emma's portfolio's beta and required return? Fill in the following table: Beta Required Return Emma's portfolio