A portfolio of Asset XY is formed by using equal proportions (50% each).

a) Calculate expected return, standard deviation and coefficient of variation for each asset (X & Y) over the three years period. (4+4+4)

b) Calculate expected return of the portfolio XY for each year and over 3 years. (3+1)

c) Calculate standard deviation and coefficient of variation for portfolio XY over the three years period. (2+2)

4.The following table shows the actual return of Asset X & Y - Year Asset Asset X Y 201 14% 12% 0 201 14% 14% 1 201 18% 21% 2