Portfolio analysisYou have been given the expected return data shown in the first table on three assets

F, G, and H

over the period

2019-2022:

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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?

	Historical Return
Year	Asset F		Asset G		Asset H
2019	11%		12%		9%
2020	12%		11%		10%
2021	13%		10%		11%
2022	14%		9%		12%

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