9. Conceptual questions on portfolio and stand-alone risk Manuel holds a $5,000 portfolio that consists of four stocks. His investment in each stock, as well as each stock's beta, is listed in the following table: Beta Investment $1,750 $1,000 Standard Deviation 9.00% 0.90 1.90 Stock Andalusian Limited (AL) Zaxatti Enterprises (ZE) Three Waters Co. (TWC) Flitcom Corp. (FC) 12.00% $750 $1,500 1.20 0.30 18.00% 28.50% Suppose all stocks in Manuel's portfolio were equally weighted. The stock that would contribute the least systematic risk to the portfolio Further, it all of the stocks in the portfolio were equally weighted, the stock that would have the least amount of unsystematic risk is and a required return of If the risk-free rate is 7.00% and the market risk premium is 9.50%, then Manuel's portfolio will exhibit a beta of