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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 2013-2016. Expected

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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 2013-2016. Expected return Asset G Year Asset F Asset H 2013 2014 2015 2016 16% 17 18 19 17% 16 15 14 14% 15 16 17 Using these assets, you have isolated the three investment alternatives shown in the following table. Alternative 1 Investment 100% of asset F 50% of asset F and 50% of asset G 50% of asset F and 50% of asset H 3 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 1 recommend? Why

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