Stock X has a 10.5% expected return, abeta coefficient of 1.0, and a 30% standard deviation of expected returns Stock Y has a 12.5% expected return, a beta coeficient of 1.2, and a 25.0% standard deviation. The risk-free riste is 6%, and the market rik premium is 5% 1. Calculate cach stock's coefficient of variation, Round your answers to two decimal places. Do not round intermediate calculations CV. Y. CV b. Which stock is riskier for a diversified investor? 1. For diversified investors the relevant risk is measured by standard deviation of expected retums. Therefore, the stock with the higher standard deviation of expected returns is more risky Stock X has the higher standard deviation so it is more risky than Stock Y. 11. For diversified investors the relevantnisk is measured by beta. Therefore, the stock with the lower beta is more risky Stock X has the lower beta so it is more risky than Stock m. For diversified investors the relevant risk is measured by standard deviation of expected returns. Therefore, the stock with the lower standard deviation of expected return is more risky, Stock Y has the lower standard deviation so it is more risky than Stock X TV. For diversified investors the relevant risk is measured by beta. Therefore, 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 diversified investors the relevant risk is measured by bata. Therefore, the stock with the higher beta es morenisky Stock Y has the higher beta so it is more roky than Stock X Select- c. Calculate each stock's required rate of return. Round your answers to two decimal places - 96 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 $4,000 invested in Stock X and $9,000 invested in stock Y. Do not round intermediate calculations, Round your answer to two decimal places 1. If the market is pretium increased too, which of the two stocks would have the larger increase in its required return Select