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More review You have been given the expected return data shown in the following table on 2 assets, F and G, along with the market

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You have been given the expected return data shown in the following table on 2 assets, F and G, along with the market return over the period 2015 to 2018.

Year Asset F Asset G Market
2015 16% 18% 12%
2016 17 17 19
2017 18 14 16
2018 19 11 18

Columns F and G are listed under Expected Return

1. What is the expected returns, standard deviations, coefficients of variation and betas of assets F and G, respectively?

2. What is the correlation of coefficient between asset F and G?

3. If you consider the building an investment portfolio with equal dollar value of investment in assets F and G, what would be the expected return, standard deviation, and coefficient of your portfolio?

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