Question: Portfolio analysis You have been given the historical return data shown in the first table on three assets-F, G, and H-over the period 2016-2019. 8-14
Portfolio analysis You have been given the historical return data shown in the first table on three assets-F, G, and H-over the period 2016-2019. 8-14 Historical return Year Asset F Asset G Asset H 2016 16% 2017 17 17% 16 15 14 14% 15 16 17 18 20 2019 18 19 Using these assets, you have isolated the three investment alternatives shown in the following table. Alternative Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H a. Calculate the average return over the 4-year period for each of the three b. Calculate the standard deviation of returns over the 4-year period for each of the c. Use your findings in parts a and b to calculate the coefficient of variation for d. On the basis of your findings, which of the three investment alternatives do you alternatives. three alternatives. each of the three alternatives. think performed better over this period? Why
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