5. Portfolio risk and return Aa Aa Cheyenne 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: Stock Investment Beta Standard Deviation 0.80 9.00% $1,750 $1,000 $750 1.70 Omni Consumer Products Co. (OCP) Zaxatti Enterprises (ZE) Three Waters Co. (TWC) Flitcom Corp. (FC) 11.50% 1.15 16.00% $1,500 0.30 25.50% Suppose all stocks in Cheyenne's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of standalone risk? O Flits Corp. Zaxatti Enterprises O Omni Consumer Products Co. Three Waters Co. Three Wate Flitcom Corp. Zaxatti Enterprises Omni Consumer Products Co. If the risk-free rate is 7% and the market risk premium is 9%, what is Cheyenne's portfolio's beta and required return? Fill in the following table: Beta Required Return Cheyenne's portfolio