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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
- 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 |
- Find the expected return, variance, std dev and coefficient of variation for each asset.
- 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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