Question

You have been given the following return data on 3 assets—F, G, and H—over the period 2015–2018.
Using these assets, you have isolated 3 investment alternatives:
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 portfolio return over the 4-year period for each of the 3 alternatives.
b. Calculate the standard deviation of returns over the 4-year period for each of the 3 alternatives.
c. On the basis of your findings in parts a and b, which of the 3 investment alternatives would you recommend? Why?


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  • CreatedApril 28, 2015
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