Portfolio analysis You have been given the expected return data shown in the first table on three assetsF, G, and Hover the period 20162019. Using these assets, you have isolated the three investment alternatives shown in the following table. a. Calculate the expected 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 recommend? Why?

Expected Return

Year

F

G

H

2016

16%

17%

14%

2017

17%

16%

15%

2018

18%

15%

16%

2019

19%

14%

17%

Alternative	Investment
1	100% of asset F
2	50% of asset F and 50% of asset G
3	50% of asset F and 50% of asset H