9. Conceptual questions on portfolio and stand-alone risk Shen holds a $7,500 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 Standard Deviation 18.00% Investment $2,625 $1,500 0.90 1.70 Stock Omni Consumer Products Co. (OCP) Zaxatti Enterprises (ZE) Water and Power Co. (WPC) Flitcom Corp. (FC) 12.00% $1,125 1.20 18.00% $2,250 0.60 25.50% Suppose all stocks in Shen'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 6.00% and the market risk premium is 8.50%, thelashen's portfolio will exhibit a beta of