Question
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
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 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?
please show work
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