Question: Portfolio analysis You have been given the expected retum data shown in the first table on three assets - F , G , and H
Portfolio analysis You have been given the expected retum data shown in the first table on three assets F G and H over the period :
Using these assets, you have isolated the three investment alternatives shown in the following table:
a Calculate the average return over the year period for each of the three alternatives.
b Calculate the standard deviation of retums over the year period for each of the three alternatives.
c Use your findings in parts a and 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 think performed better over this period? Why?
Data table
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tableHistorical ReturnYearAsset FAsset GAsset H
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