9. Conceptual questions on portfolio and stand-alone risk Frances holds a $7,500 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 $2,625 Andalusian Limited (AL) 0.90 9.00% $1,500 1.70 11.00% Kulatsu Motors CoKMC) $1,125 1.10 Water and Power Co. (WPC) 18.00% $2,250 0.30 25.50 Fitcom Corp. (FC) Suppose all stocks in Frances's portfolio were equally weighted. The stock that would contribute the least systematic risk to the portfolio Further, if all of the stocks in the portfolio were equally weighted, the stock that would have the least amount of unsystematic riski and a required return of If the risk free rate is 4.00% and the market risk premium is 6.50%, then Francest portfolio will exhibit a beta of