BETA . 1.295, 0.578, 0.863, 0.734

10. Portfolio risk and return Aa Aa Ariel holds a $5,000 portfolio that consists of four stocks. Her investment in each stock, as well as each stock's beta, is listed in the following table: Standard Deviation Stock Investment Beta Omni Consumer Products Co. (OCP) $1,750 0.80 15.00% Zaxatti Enterprises (ZE) $1,000 1.30 11.50% Three Waters Co. (TWC) $750 1.15 16.00% Mainway Toys Co. (MTC) $1,500 0.50 19.50% Suppose all stocks in Ariel's portfolio were equally Suppose all stocks in the portfolio were equally weighted. weighted. Which of these stocks would contribute the least market risk to the portfolio? Which of these stocks would have the least amount of standalone risk? Omni Consumer Products Co. Mainway Toys Co. Omni Consumer Products Co. Mainway Toys Co. Three Waters Co Zaxatti Enterprises Zaxatti Enterprises Three Waters Co. If the risk-free rate is 4% and the market risk premium is 6%, what is Ariel's portfolio's beta and required return? Fill in the following table: Beta Required Return Ariel's portfolio 10.56% 12.63% 9.18% 11.38%