5. Portfolio risk and returnn Aa Aa 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 Andalusian Limited (AL) Zaxatti Enterprises (ZE) Western Gas & Electric Co. (WGC) Flitcom Corp. (FC) Investment $2,625 $1,500 $1,125 $2,250 Beta 0.90 1.30 1.15 0.30 Standard Deviation 9.00% 11.50% 18.00% 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? Suppose all stocks in the portfolio were equally weighted Which of these stocks would have the least amount of standalone risk? Western Gas & Electric Co O Andalusian Limited O Flitcom Corp O Zaxatti Enterprises Western Gas & Electric Co O Flitcom Corp O Zaxatti Enterprises O Andalusian Limited If the risk-free rate is 7% and the market risk premium is 9%, what is Emma's portfolio's beta and required return? Fill in the following table Beta Required Return Emma's portfolio