7. Portfolio risk and return Aa Aa Cheyenne 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 Standard Deviation Investment Beta Omni Consumer Products Co. (OCP) $3,500 0.80 12.00% Zaxatti Enterprises (ZE) $2,000 1.70 11.00% Western Gas & Electric Co. (WGC) $1,500 1.10 16.00% $3,000 25.50% Mainway Toys Co. (MTC) 0.40 Suppose all stocks in the portfolio were equally weighted. Suppose all stocks in Cheyenne's portfolio were equally weighted. Which of these stocks would contribute the Which of these stocks would have the least amount of least market risk to the portfolio? standalone risk? Mainway Toys Co. Zaxatti Enterprises Western Gas & Electric Co. Western Gas & Electric Co. Omni Consumer Products Co. Mainway Toys Co. Zaxatti Enterprises Omni Consumer Products Co. If the risk-free rate is 4% and the market risk premium is 6%, what is Cheyenne's portfolio's beta and required return? Fill in the following table: Required Return Beta Cheyenne's portfolio