(5 pts) You are given the following information about Stock X, Stock Y, and the market: The annual effective risk-free rate is 4%. The expected return and volatility for Stock X, Stock Y, and the market are shown in the table below: Portfolio Expected Return Volatility (Standard Deviation) X 5.5% 40% Y 4.5% 35% Market 6% 6 25% The correlation between the returns of stock X and the market is -0.25. The correlation between the returns of stock Y and the market is 0.3. Assume the Capital Asset Pricing Model holds. Calculate the required return for Stock X and Stock Y, and determine which of the two stocks an investor should choose