Portfolio analysis You have been given the expected return data shown in the first table on three assets F, 0, and Hover the period 2019-2022 Using these assets, you have isolated the three investment alternatives shown in the following table 1 a. Calculate the average 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 thres alternatives c. Use your findings in parts a and b to calculate the coafficient of variation for each of the three alternatives d. On the basis of your findings which of the three investment alternativas do you think parformed better over this period? Why? a. The expected return over the 4-year period for alternative 1 is % (Round to two decimal place) The expected return over the 4-year period for alternative 2 is % (Round to two decimal place.) - . The expected return over the 4-year period for alternative 3% (Round to two decimal place) b. The standard deviation of returns over the 4-year period for alternative 1s % (Round to two decimal places.) The standard deviation of returns over the 4-year period for alternative 2 is % (Round to two decimal places.) The standard deviation of returns over the 4 year period for alternative 3% (Round to two decimal places) % c. The coefficient of variation for alternative 1 is (Round to three decimal places) The coefficient of variation for alternative 2 is Round to three decimal places) The coefficient of variation for alternative 3 is (Round to three decimal places.) d. On the basis of your findings which of the three Investment alternatives do you recommend? Why? Alternative 1 posted the highest retum button as being and 29 Aboutas as instructive to ask how a hypothetical investor might view these alteratives. She would first note Altomative 2 is clearly preferable to Alternative 3 because It offers but Altematve 2 the lowest the same expected return but no volatility in returns. Now, as between Alternatives 1 and 2 Altemativa 1 oars a higher expected return but also has more volatile returns Without knowing an investoi's risk tolerance, it is not possible to say whether Allematice 1 or 2 is "best" Is the previous statement True or False? (Select the best answer from the drop down menu) X Data table Data table (Click on the icon here in order to copy the contents of the data table below into a spreadsheet) Alternative 1 2 3 Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H % H Year 2019 2020 2021 2022 Asset F 19% 20% 21% 22% Historical Return Asset G 20% 19% 18% 17% Asset H 17% 18% 19% 20% Print Done Print Done