=+Portfolio analysis You have been asked for your advice in selecting a portfolio of assets and have been given the following data:

Expected return Year Asset A Asset B Asset C 2019 12% 16% 12%
2020 14 14 14 2021 16 12 16 You have been told that you can create two portfolios—one consisting of assets A and B and the other consisting of assets A and C—by investing equal proportions (50%) in each of the two component assets.