Question: I need help with the following problem. Please provide any explanation so I can fully understand how to work it out. Stock X has a

I need help with the following problem. Please provide any explanation so I can fully understand how to work it out.

Stock 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 12.0% expected return, a beta coefficient of 1.1, and a 25.0% standard deviation. The risk-free rate is 6%, and the market risk premium is 5%.

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