Question

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You have been given the expected return data shown in the first table on three assets—F,...

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

Expected Return
Year	Asset F	Asset G	Asset H
2016	18%	19%	16%
2017	19%	18%	17%
2018	20%	17%	18%
2019	21%	16%	19%

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

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 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?

Expert Solution


As nothing was mentioned excel is used.

jeff jeffy answered 3 hours ago

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