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P 8 1 4 Portfolio analysis You have been given the historical return data shown in the first table on three assets F , G
P Portfolio analysis You have been given the historical return data shown in the first table on three assetsF G and Hover the period Historical return Year Asset F Asset G Asset H Using these assets, you have isolated the three investment alternatives shown in the following table. Alternative Investment of asset F of asset F and of asset G of asset F and of asset H a Calculate the average return over the year period for each of the three alternatives. b Calculate the standard deviation of returns over the year period for each of the three alternatives. c Use your findings in parts a and b to calculate the coefficient of variation for each of the three alternatives. d On the basis of your findings, which of the three investment alternatives do you think performed better over this period? Why?
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