5. Portfolio risk and return Elle holds a $10,000 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 Investment $3,500 1.00 Stock Andalusian Limited (AL) Zaxatti Enterprises (ZE) Water and Power Co. (WPC) Flitcom Corp. (FC) Standard Deviation 18.00% 12.00% $2,000 1.90 $1,500 1.20 20.00% $3,000 0.60 28.50% Suppose all stocks in Elle's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? Zaxatti Enterprises Andalusian Limited Water and Power Co. Flitcom Corp. Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of stand-alone risk? Flitcom Corp. O Zaxatti Enterprises Water and Power Co. Andalusian Limited If the risk-free rate is 4% and the market risk premium is 5.5%, what is Elle's portfolio's beta and required return? Fill in the following table: Beta Required Return Elle's portfolio dlu Andalusia 1.6350 0.9265 If the risk-free rate the market risk premium is 5.5%, what is Elle's portfolio's beta and required return? Fill in the following table: 1.0900 0.7303 Required Return Elle's portfolio Andalusian Limited 10.00% If the risk-free rate is 4% and the ma 780.00% hium is 5.5%, what is Elle's portfolio's beta and required return? Fill in the following table: 514.00% 1,150.00% urn Beta Elle's portfolio