Question

In: Finance

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 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

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

b. 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.

Solutions

Expert Solution

Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

Cell reference -


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