Cheyenne holds a $7,500 portfolio that consists of four stocks. Her investment in each stock, as well as each stock's beta, is listed in the following table: Beta Stock Perpetualcold Refrigeration Co. (PRC) Kulatsu Motors Co. (KMC) Three Waters Co. (TWC) Makissi Corp. (MC) Investment $2,625 $1,500 0.90 Standard Deviation 9.00% 11.00% 1.70 1.10 18.00% $1,125 $2,250 0.30 25.50% Suppose all stocks in Cheyenne's portfolio were equally weighted. Which of these stocks would contribute the least market risk to the portfolio? Kulatsu Motors Co. Perpetualcold Refrigeration Co. Makissi Corp. Three Waters Co. Suppose all stocks in the portfolio were equally weighted. Which of these stocks would have the least amount of standalone risk? Kulatsu Motors Co. Three Waters Co. O Makissi Corp. Perpetualcold Refrigeration Co. If the risk-free rate is 4% and the market risk premium is 5%, what is Cheyenne's portfolio's beta and required return? Fill in the following table: Beta Required Return Cheyenne's portfolio 16. The Fama-French three-factor model Consider the following two statements and identify which model each describes: This model maintains that the only risk rewarded in the market with additional return is systematic or nondiversifiable risk. O Capital Pricing Model Fama-French three-factor model This model has been used more by academic researchers than managers of actual companies. Capital Asset Pricing Model Fama-French three-factor model John, an analyst at Fantastique Electric (FE), models the stock of the company. Suppose that the risk-free rate TRF = 5%, the required market return IM = 10%, the risk premium for small stocks TSMB = 3.2%, and the risk premium for value stocks ThML = 4.8%. Suppose also that John ran the regression for Fantastique Electric's stock and estimated the following regression coefficients: afE = 0.00, bpE = 1.2, CFE = -20.4, and dp e = -1.3. If John uses a Fama-French three-factor model, then which of the following values correctly reflects the stock's required returi -72.52% -60.52% -50.48% -65.52%