(a)
Given, $xy = ae^{x} + be^{- x}$
$\Rightarrow$ $x\ \frac{dy}{dx} + y = ae^{x} - be^{- x}$
$\Rightarrow$ $x\ \frac{d^{2}y}{dx^{2}} + \frac{dy}{dx} + \frac{dy}{dx} = ae^{x} + be^{- x}$
$\Rightarrow$ $x\ \frac{d^{2}y}{dx^{2}} + 2\ \frac{dy}{dx} - xy = 0$ [from eq. (I)]