8. Portfolio risk and return Cheyenne holds a $5,000 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 Omni Consumer Products Co. (OCP) $1,750 0.80 12.00% Zaxatti Enterprises (ZE) $1,000 1.30 11.50% $ 750 1.15 16.00% Western Gas & Electric Co. (WGC) Mainway Toys Co. (MTC) $1,500 0.40 19.50% Suppose all stocks in Cheyenne's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? O Omni Consumer Products Co. O Zaxatti Enterprises O Western Gas & Electric 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 Western Gas & Electric Co. O Omni Consumer Products Co. Zaxatti Enterprises O Mainway Toys Co. If the risk-free rate is 4% and the market risk premium is 5.5%, what is Cheyenne's portfolio's beta and required return? Fill in the following table: Beta Required Return Cheyenne's portfolio