$1$

Below, you will see demand charts for $2$ investment products: $x$ and $Z.$ For both investments you should calculate the total expected return $(1$ point$),$ the standard deviation $(2$ points$),$ the CV $(1$ ooint$),$ and the Sharbe ratio $(1$ doint$).$ For extra credit. Which investment product would vou choose to

$\backslash$table$[[,,,$Investr,ment $x,,],[$Demand$,P_d,r_d,$expected return,,portion of variance,$],[$weak$,0\mathrm{.}05,-27\%,,,,],[$below averag $lon,0\mathrm{.}15,-8\%,,,,],[$average$,0\mathrm{.}35,13\%,,,,],[$above average,$0\mathrm{.}25,22\%,,=,$S$,],[$strong$,0\mathrm{.}2,31\%,,,,],[,1,,,$total expected return,,total variance$],[,,,,,,$standard deviation$],[$risk$-$free,$2\%,,,,$max,$]]$

CV

Sharpe ratio

$\backslash$table$[[,,,$Investn,ment Z$,$Eis,$],[$Demand$,P_d,r_d,$expected return,,portion of variance,$],[$weak$,0\mathrm{.}1,-12\%,1-1,,,],[$below average,$0\mathrm{.}1,-6\%,1,,,],[$average$,0\mathrm{.}4,7\%,,Z_{?},12,],[$above average,$0\mathrm{.}2,13\%,,-,,],[$strong$,0\mathrm{.}2,18\%,,-,--3,],[,1,,,$total expected return,,total variance$],[$risk$-$free,$2\%,,,2,,$standard deviation$]]$

CV

Sharpe ratio

Bonds

Expected Return

Ready