Stock X has a standard deviation of return of $20\%$; its return has a correlation coefficient of $0\mathrm{.}69$ with the S&P $500.$ Stock Y has a standard deviation of return of $35\%$; its return has a correlation coefficient of $0\mathrm{.}84$ with the S&P $500.$ S&P $500$ has a standard deviation of return of $25\%$ and a return of $12\mathrm{.}5\%$; T$-$bill has a return of $3\mathrm{.}5\%.3$

$1.$ What is the undiversifiable risk of Stock X$?$

$2.$ What is the beta of Stock X$?$

$3.$ What is the required rate of return of Stock X$?$

$4.$ What is the undiversifiable risk of Stock Y$?$

$5.$ What is the beta of stock Y$?$

$6.$ What is the required rate of return of Stock Y$?$

$7.$ Is Stock X risker than Stock Y$?$ Why or why not?