5. Portfolio risk and return Emma 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: Stock Investment Beta Standard Deviation $3,500 0.90 18.00% $2,000 1.30 11.00% Perpetualcold Refrigeration Co. (PRC) Tobotics Inc. (TI) Western Gas & Electric Co. (WGC) Mainway Toys Co. (MTC) $1,500 1.10 18.00% $3,000 0.60 19.50% Suppose all stocks in Emma's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? O Tobotics Inc. O Western Gas & Electric Co. O Perpetualcold Refrigeration Co. O Mainway Toys Co. Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of stand-alone risk? O Mainway Toys Co. O Perpetualcold Refrigeration Co. O Western Gas & Electric Co. O Tobotics Inc. 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