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9. Conceptualquestions on portfolio and stand-alone risk Hubert 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 Hubert 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: Investment Beta Standard Deviation $1,750 0.90 9.00% Stock Perpetualcold Refrigeration Co. (PRC) Tobotics Inc. (TI) Three Waters Co. (TWC) Makissi Corp. (MC) $1,000 1.90 12.00% $750 1.20 18.00% $1,500 0.30 28.50% Suppose all stocks in Hubert'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 7.00% and the market risk premium is 9.50%, then Hubert's portfolio will exhibit a beta of and a required return of
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