Stock X has a 10.5% expected return, a beta coefficient of 1.0, and a 30% standard deviation of expected returns. Stock Y has a 12.5% expected return, a beta coefficient of 1.2, and a 20.0% standard deviation. The risk-free rate is 6%, and the market risk premium is 5%. a. Calculate each stock's coefficient of variation. Round your answers to two decimal places. Do not round intermediate calculat CVx=CVy= b. Which stock is riskier for a diversified investor? I. For diversified investors the relevant risk is measured by beta. Therefore, the stock with the lower beta is is X has more risky than Stock Y. expected returns is more risky. Stock Y has the lower standard deviation so it is more risky than Stock X. III. For diversified investors the relevant risk is measured by beta. Therefore, the stock with the higher is is less risky than Stock X. more risky than Stock X. of expected returns is more risky. Stock X has the higher standard deviation so it is more risky than Stock Y. c. Calculate each stock's required rate of return. Round your answers to two decimal places. rx=ry=%% d. On the basis of the two stocks' expected and required returns, which stock would be more attractive to a diversified investor? e. Calculate the required return of a portfolio that has $9,500 invested in Stock X and $8,000 invested in Stock 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 return