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P8-14 (similar to) Portfolio analysis You have been given the expected return data shown in the first table on three assets-F, G, and H over
P8-14 (similar to) Portfolio analysis You have been given the expected return data shown in the first table on three assets-F, G, and H over the period 2016-2019: Using these assets, you have isolated the three investment alternatives shown in the following table: 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? a. The expected return over the 4-year period for alternative 1 is% (Round to two decimal place.) X i Data Table Data Table Investment Alternative (Click on the icon located on the top-right corner of the data table below in o copy its contents into a spreadsheet.) 1 100% of asset F 50% of asset F and 50% of asset G 2 Expected Return 50% of asset F and 50% of asset H 3 Asset F Year Asset G Asset H 15% 18% 2016 17% 2017 17% 18% 16% Done Print 19% 2018 16% 17% 9 parts remaining 2019 20% 18% 15% Clear A
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