Attempts Average/2 9. Conceptual questions on portfolio and stand-alone risk Kevin holds a $5,000 portfolio that consists of four stocks. His investment in each stock, as well as each stocks beta, is listed in the following table: Beta Standard Deviation 9.00% 0.90 Stock Perpetualcold Refrigeration Co. (PRC) Zaxatti Enterprises (ZE) Water and Power Co. (WPC) Flit.com Corp. (FC) Investment $1,750 $1,000 $250 1.90 12.00% 1.20 16.00% 25.50 $1,500 0.50 Suppose all stocks in Kevin's portfolio were equally weighted. The stock that would contribute the least systematic risk to the portfolios Further, fall of the stocks in the portfolio were equally weighted the stock that would have the least amount of unsystematic risk is and a required turn of If the free rate is 7.00% and the market risk premium is 9.50%, then Kevins portfolio will exhibits beta of Grade It Now Save & Continue Continue without saving