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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

P814 Portfolio analysis You have been given the historical return data shown in the first table on three assetsF, G, and Hover the period 20162019. Historical return Year Asset F Asset G Asset H 201616%17%14%201717161520181815162019191417 Using these assets, you have isolated the three investment alternatives shown in the following table. Alternative Investment 1100% of asset F 250% of asset F and 50% of asset G 350% of asset F and 50% of asset H a. Calculate the average return over the 4-year period for each of the three alternatives. b. Calculate the standard deviation of returns over the 4-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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