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. |
AS NOTHING WAS MENTIONED, EXCEL IS USED.
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