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You have been given the expected return data shown in the first table on three assetsF, G, and Hover the period 2015-2018 Year Asset F

  1. You have been given the expected return data shown in the first table on three assetsF, G, and Hover the period 2015-2018

Year

Asset F

Asset G

Asset H

2015

9

12

15

2016

8

9

16

2017

5

21

19

2018

13

6

11

  1. Find the expected return, variance, std dev and coefficient of variation for each asset.
  2. Now consider a portfolio that consists of 25% of F, 50% of G and 25% of H. Find the expected return, variance, std, dev and coefficient of variation for this portfolio.

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