9. Conceptual questions on portfolio and stand alone risk Ana 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 Andalusian Limited (AL) Kulatsu Motors Co. (KMC) Three Waters Co. (TWC) Mainway Toys Co. (MTC) Investment $1,750 $1,000 $750 $1,500 Beta 1.00 1.50 1.15 0.60 Standard Deviation 18.00% 11.50% 20.00% 22.50% Suppose all stocks in Ana's portfolio were equally weighted. The stock that would contribute the least market risk to the portfolio is Further, if all of the stocks in the portfolio were equally weighted, the stock that would have the least amount of standalone risk is and a required return of If the risk-free rate is 7.00% and the market risk premium is 9.50%, then Ana's portfolio will exhibit a beta of