Use the information to answer the following questions. Assume a two-stock portfolio XY is created with $6000 invested in security X and $9000 in security Y. The expected return and the variance for Portfolio XY is 10% and 0.46%, respectively. What is the coefficient of variation for Portfolio XY?

Select one:

a. 0.24

b. 0.29

c. 0.47

d. 0.68

e. 0.43