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b) Two assets A and B are currently being considered by SunSuria Berhad. The probability distributions of expected returns for these assets are shown in

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b) Two assets A and B are currently being considered by SunSuria Berhad. The probability distributions of expected returns for these assets are shown in the following table. Asset A Probability (Prj) Return (rj) j Asset B Probability Return (rj) (Prj) 0.40 35% 0.30 10% 0.30 -20% 1 0.10 0.20 0.40 40% 10% 0 0.20 -5% -10% 5 0.10 i. Calculate the expected return for each asset. Which provides the largest expected return? ii. Calculate the standard deviation for each asset returns. Which appear to have a greatest risk? iii. Calculate the coefficient of variation (CV) for each of the assets returns. Which appear to have the greatest relative risk

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