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9. Conceptualquestions on portfolio and stand-alone risk Brian holds a $5,000 portfolio that consists of four stocks. His investment in each stock, as well as
9. Conceptualquestions on portfolio and stand-alone risk Brian 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: Suppose all stocks in Brian's portfolio were equally weighted. The stock that would contribute the least systematic 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 unsystematic risk is If the risk-free rate is 4.00% and the market risk premium is 6.50%, then Brian's portfolio will exhibit a beta of and a required return of
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