Please only solve second question, the first helps refer to the second.

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: O a. 0.43 O b. 0.47 O c. 0.29 O d. 0.68 O e. 0.24 Continued from previous question. Assume the yield curve is flat and the T-bill rate is 5%. The market return is 10%. Portfolio XY has a market beta of 2.5. What is the required rate of return for Portfolio XY? Select one: O a 20.0% O b. 30.0% O c. 13.5%. O d. 25%. Oe 17.5%