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   Projected Return       Year   Asset A   Asset B   Asset C 2018   13%   15%   11% 2019   15%   13%   13% 2020   17%  ...

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Finance

   Projected Return     
Year   Asset A   Asset B   AssetC
2018   13%   15%   11%
2019   15%   13%   13%
2020   17%   11%   15%
You have been asked for your advice in selecting a portfolio ofassets and have been supplied with the following​ data: LOADING....You have been told that you can create two portfolioslong dashoneconsisting of assets A and B and the other consisting of assets Aand Clong dashby investing equal proportions ​(50 %​) in each ofthe two component assets. a. What is the average expected​ return,r overbar​, for each asset over the​ 3-year period? b. What is thestandard​ deviation, s​, for each​ asset's expected​ return? c.What is the average expected​ return, r overbar Subscript p​, foreach of the the​ portfolios? d. How would you characterize thecorrelations of returns of the two assets making up each of theportfolios identified in part c​? e. What is the standard deviationof expected​ returns, s Subscript p comma for each​ portfolio? f.Which portfolio do you​ recommend? Why?

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