Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: . 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? \% (Round to two decimal places.) \begin{tabular}{|l|c|c|c|c|} \hline States & Probability & Asset M Return & Asset N Return & Asset O Return \\ \hline Boom & 25% & 10% & 19% & 2% \\ \hline Normal & 49% & 8% & 12% & 8% \\ \hline Recession & 26% & 2% & 1% & 10% \\ \hline \end{tabular}