Question: Portfolio analysis??? You have been given the expected return data shown in the first table on three assetslong dash?F,?G, and H long dashover the period?

Portfolio analysis???You have been given the expected return data shown in the first table on three

assetslong dash?F,?G, and H long dashover the period? 2016-2019:

Expected Return

Year

Asset F

Asset G

Asset H

2016

15?%

16?%

???

13?%

???

2017

16?%

15?%

14?%

2018

17?%

14?%

15?%

2019

18?%

13?%

16?%

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?

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