dk X has a 10.0% expected return, a beta coefficient of 0.9, and a 40% standard deviation of expected returns. Stock. Y has a: 13.0% expected urn, a beta coefficient of 1.3, and a 25% standard deviation. The risk-free rate is 6%, and the market risk premium is 5%. a. Calculate each stock's coefficient of variation. Do not round intermediate calculations. Round your answers to two decimal places. CVNx=CVx= b. Which stock 15 riskier for a diversified investor? 1. For diversified investors the relevane risk is measured by standard deviation of expected returns. Therefore, the stock with the higher standard deviation of expected returns is riskier. Stock X has the higher standard deviation so it is riskier than 5 tack Y. It. For diversified investors the relevant nisk is measured by bete. Therefore, the stock with the lower beta is riakier: 5 tock x has the lower beta so it is riskier than Stock Y? 1II. Fot diversified investors the relevant nek is measured by standard devition of expected returns. Therefore, the stock with the lower standard deviation of expected returns is riskier, Stock Y has the lower standard deviation so it is riskier tham 5 tock X. W. For diversified investors the relevant nisk is measured by beta. Thetefore, the stock with the higher beta is less risky. Stock Y has the higher beta so it is less risky than Stock x. V. For diversifod investows the releyant risk is measured by beita. Therefore, tha stock with that higher theta is nikien Stock Y has the higher beta so it is riskier than stock x c. Calculate ebch stock's required rate of ceturn. Foiand your answens to one decinial place. c. Calculate each stock's required rate of return. Round your answers to one decimal place. d. On the basis of the twa stocks' expected and required returns, which stock would be more attractive to as diversified investor? e. Calculate the required retum of a portolio that has $5,000 invested in 5 tock X and $2,000 invested in 5 tock Y, Do not round intermediate calculations. Round your answer to two decimal places. rp= % f. If the market risk premium increased to 6%, which of the two stocks would have the larger increase in its required retum