Portfolio analysisYou have been given the expected return data shown in the first table on three

assetslong dashF,

G, and

Hlong dashover

the period 2016-2019

Expected return

year	asset F	Asset G	Asset H
2016	14%	15%	12%
2017	15%	14%	13%
2018	16%	13%	14%
2019	17%	12%	15%

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 alternative

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?