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Mr. Anton Liliwaton is considering building a portfolio containing two assets: Asset Sy and asset Nah. Asset Sy will represent 60% of the peso value

Mr. Anton Liliwaton is considering building a portfolio containing two assets: Asset Sy and asset Nah. Asset Sy will represent 60% of the peso value of the portfolio and asset Nah will account 40%. The expected returns over the next 5 years, 2021 to 2025 for each of these assets are as follows:

Expected returns
Year Asset Sy Asset Nah
2021 19% 12%
2022 17% 14%
2023 16% 16%
2024 15% 18%
2025 14% 20%

Required:

1. Calculate the expected portfolio return for each of the 5 years

2. Calculate the expected value of portfolio returns over the 5-year period

3. Calculate the standard deviation of expected portfolio return over the 5-year period

4. Calculate the coefficient of variation over the 5-year period.

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