You have been given the expected return data shown in the first table on three F, G, andH over the period 2016-2019:

2016 10% 11% 8%

2017 11% 10% 9%

2018 12% 9% 10%

2019 13% 8% 11%

Using these assets, you have isolated the three investment alternatives shown in the following table

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

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 recommend? Why?