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.

Expected return

Year Asset F Asset G Asset H

2016 16% 17% 14%

2017 17 16 15

2018 18 15 16

2019 19 14 17

Using these assets, you have isolated the three investment alternatives shown in the following table:

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

a.) Calculate the expected return over the 4-year period for each of the 3 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 & 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?

PLEASE SHOW WORK