5. Portfolio risk and return Emma holds a $7,500 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 $2,625 1.00 18.00% Perpetualcold Refrigeration Co. (PRC) Zaxatti Enterprises (ZE) $1,500 1.70 11.00% Three Waters Co. (TWC) $1,125 1.10 20.00% Mainway Toys Co. (MTC) $2,250 0.60 25.50% Suppose all stocks in Emma's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? O Perpetualcold Refrigeration Co. O Three Waters Co. O Mainway Toys 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 risk? O Mainway Toys Co. O Three Waters Co. O Zaxatti Enterprises O Perpetualcold Refrigeration Co. 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