1- Consider a world with only two risky assets, X and Y, and a risk-free asset. Stock X has 200 shares outstanding, a price per share of 3 $, an expected return of 16% and a standard deviation of 30%. Stock Y has 300 shares outstanding, a price per share of 4 $, an expected return of 10% and a standard deviation of 15%. The correlation between these two stocks is 40%. Assume CAPM holds. What would be the coefficient of variation of the market portfolio?

1. 1,39
2. 1,49
3. 1,59
4. 1,69

2- Refer to Question 1 above. What would be the beta of Stock X and Stock B.