Step 1: Switch the variables
Write $\dfrac{dx}{dy}=\dfrac{x^2+y^2}{xy}$ and set $x=uy$.
Step 2: Solve
$u+y\,u'=u+\dfrac1u$, so $u\,du=\dfrac{dy}{y}$ and $\dfrac{u^2}{2}=\log y+C$, i.e. $\dfrac{x^2}{2y^2}=\log y+C$. With $(1,1)$: $C=\tfrac12$. At $y=e$: $\dfrac{x_0^2}{2e^2}=1+\tfrac12$, so $x_0=\pm\sqrt3\,e$, option (B).
Final Answer:
The value is $x_0=\pm\sqrt3\,e$, option (B).
\[ \boxed{\pm\sqrt3\,e} \]