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Portfolio analysis You have been given the expected return data shown in the first table on three assetsF, G, and H-over the period 2016-2019: B
Portfolio analysis You have been given the expected return data shown in the first table on three assetsF, G, and H-over the period 2016-2019: B 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? i x hal place.) Data Table i X Data Table (Click on the icon located on the top-right corner of the data table beld copy its contents into a spreadsheet.) Alternative 1 Year Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H 2 Expected Return Asset G 15% 14% 13% 12% 2016 2017 2018 2019 3 Asset F 14% 15% 16% 17% Asset H 12% 13% 14% 15% Print Done NH Portfolio analysis You have been given the expected return data shown in the first table on three assetsF, G, and H-over the period 2016-2019: B 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? i x hal place.) Data Table i X Data Table (Click on the icon located on the top-right corner of the data table beld copy its contents into a spreadsheet.) Alternative 1 Year Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H 2 Expected Return Asset G 15% 14% 13% 12% 2016 2017 2018 2019 3 Asset F 14% 15% 16% 17% Asset H 12% 13% 14% 15% Print Done NH
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