You have been given the following return data,

Expected Return
Year	Asset F	Asset G		Asset H
2018	14%	18%		15%
2019	15%	17%		16%
2020	16%	16%		17%
2021	17%	15%		18%

, on three assetsF, G, and Hover the period 20182021.

Using these assets, you have isolated three investmentalternatives:

Alternative Investment

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

a. Calculate the portfolio 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. On the basis of your findings in parts a and b, which of the three investment alternatives would you recommend? Why?