9. Conceptual questions on portfolio and stand-alone risk Raphael 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: Stock Investment Beta Standard Deviation $1,750 1.00 18.00% $1,000 1.90 12.00% Perpetualcold Refrigeration Co. (PRC) Tobotics Inc. (TI) Water and Power Co. (WPC) Flitcom Corp. (FC) $750 1.20 20.00% $1,500 0.60 28.50% Suppose all stocks in Raphael'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 If the risk-free rate is 5.00% and the market risk premium is 7.50%, then Raphael's portfolio will exhibit a beta of of