8. Portfolio risk and return 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 Investment Beta Standard Deviation $3,500 0.80 15.00% $2,000 1.70 11.50% Perpetualcold Refrigeration Co. (PRC) Zaxatti Enterprises (ZE) Water and Power Co. (WPC) Flitcom Corp. (FC) 1.15 16.00% $1,500 $3,000 0.50 25.50% Suppose all stocks in Cheyenne's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? Zaxatti Enterprises O Flitcom Corp. O Water and Power Co. O Perpetualcold Refrigeration Co. Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of stand-alone risk? O Zaxatti Enterprises O Flitcom Corp. O Perpetualcold Refrigeration Co. O Water and Power Co. If the risk-free rate is 7% and the market risk premium is 8.5%, what is Cheyenne's portfolio's beta and required return? Fill in the following table: Beta Required Return Cheyenne's portfolio