Question: 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


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 2019-2022: Using these assets, you X Data table a. Calculate the avera b. Calculate the stand c. Use your findings in d. On the basis of you (Click on the icon here in order to copy the contents of the data table below into a spreadsheet.) Historical Return Year Asset F Asset G Asset H a. The expected return 2019 16% 17% 14% 2020 17% 16% 15% 2021 18% 15% 16% 2022 19% 14% 17% Data table Alternative 1 2 23 3 Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H 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 2019-2022: Using these assets, you have isolated the three investment alternatives shown in the following table: 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 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 think performed better over this period? Why
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