8. Portfolio risk and return Emma 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 Andalusian Limited (AL) $3,500 1.00 18.00% Zaxatti Enterprises (ZE) $2,000 1.30 12.00% $1,500 1.20 20.00% Water and Power Co. (WPC) Flitcom Corp. (FC) $3,000 0.60 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? O Flitcom Corp. O Andalusian Limited O Water and Power 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 Zaxatti Enterprises O Andalusian Limited Flitcom Corp. O Water and Power Co. If the risk-free rate is 4% and the market risk premium is 5.5%, what is Emma's portfolio's beta and required return? Fill in the following table: Beta Required Return 9.34% Emma's portfolio 0.6499