9. Benefits of diversiffication. Sally Rogers has decided to invest her wealth equally across the following three assets: 6. What are her expected returns and the risk from her investment in the three assets? How do they compare with investing in asset M alone? Hint. Find the standard deviations of asset M and of the portfolio equally invested in assets M,N, and O. What is the expected return of investing equally in all three assets M,N, and O ? 3. (Round to two decimal places.) What is the expected return of investing in asset M alone? * (Round to two decimal places.) What is the sta ndard deviation of the portfolio that invests equally in all three assets M,N, and O ? % (Round to two decimal places.) What is the standard deviation of asset M ? 1 (Round to two decimal places.) By investing in the porffolio that invests equally in all three assets m,N, and O rather than asset M alone, Sally can benefit by increasing her return by % and decreasing her risk by \%. (Round to two decimal places.)