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 intermedlate calculations. Round your answers to two decimal places, CVx=Cyy= b. Which stock is riskier for a diversified investor? 1. For diversified ifvestors the relevant risk is measured by beta. Therefore, the stock with the lower beta is riskier. Stock X has the lower beta so it is riskier than Stock Y. II. For diversified investors the relevant risk is measured by standard deviation of expected returns. Therefore, the stock with the fower standard deviation of expected returns is riskier. Stock Y has the lower standard deviation so it is riskier than Stock X. IIt. For diversified investors the relevant risk is measured by beta. Therefore, the stock with the higher beta is less risky. 5 tock Y has the higher beta so it is less risky than 5 tock X. IV. For diversified investors the relevant risk is measuled by beta. Therefore, the stock with the higher beta is riskief. 5 tock Y has the higher beta so it is riskier than Stock X. V. For diversified investors the relevant risk is measured by standard deviation of expected returns. Therefoce, the stock weh the higher standard deviation of expected returns is risklec, Stock X has the higher standard deviation se it is riskier than 5 tock Y. c. Calculate each stock's reculred rate of return. Round your answers to one decimal place. d. On the basis of the two stocks expected and required returns, which stock would be more attractive to a diverified investor? e. Calculate the recuired return of a portfollo that has $9,000 invested in 5 tock x and $3,000 invested in 5t0cky, Do not round intermediate calculations, Raund rour answef to two decimal places