conceptual questions

9. Conceptualquestions on portfollo and stand-alone risk Megan holds a $10,000 portfolio that consists of four stocks. Her investment in each stock, as well as each stock's beta, is listed in the following table: Beta 0.80 Stock Omni Consumer Products Co. (OCP) Zaxatti Enterprises (ZE) Three Waters Co. (WC) Maki Corp. (MC) Investment $3,500 $2,000 $1.500 $3,000 Standard Deviation 15.00% 12.00% 16.00% 1.50 1.20 0.50 22.50 Suppose all stacks in Megan's portfolio were equally weighted. The stock that would contribute the least systematic risk to the portfolio is Further, it all of the stocks in the portfolio were equally welphted, the stock that would have the least amount of unsystematic riskis If the risk free rate is 5.00% and the market risk premium is 7.50%, then Megan's portfolio will exhibit a beta of and a required return of