Calculate the standard deviation of returns over given year

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Question: Portfolio analysis You have been given the... Portfolio analysis You have been given the expected return data shown in the first table on three assets -?F, ?G, and H-over the period? 2016-2019: Expected Return Year Asset F Asset G Asset H 2016 10?% 11?% 8?% 2017 11% 10% 9% 2018 12% 9% 10% 2019 13% 8% 11% . Using these assets, you have isolated the three investment alternatives shown in the following? table: Alternative Investment 1 ?100% of asset F 2 50% of asset F and? 50% of asset G 3 ?50% of asset F and? 50% of asset H .

a. Calculate the expected return over the? 4-year period for each of the three alternatives.

b. Calculate the standard deviation of returns over the? 4-year period for each of the three alternatives.

c. Use your findings in parts a and b to calculate the coefficient of variation for each of the three alternatives.

d. On the basis of your? findings, which of the three investment alternatives do you? recommend? ? Why?

Reference no: EM131445373

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