Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: $.$

a$.$ What is the expected return of investing equally in all three assets $M,N,$ and $O?$

$\%($Round to two decimal places.$)$

Data table

$($Click on the following icon in order to copy its contents into a spreadsheet.$)$

$\backslash$table$[[$States$,$Probabily,Asset M Retum,Asset N Retum,Asset O Retum$],[$Boom$,34\%,10\%,21\%,-2\%],[$Normal$,55\%,7\%,12\%,7\%],[$Recession$,11\%,-2\%,1\%,10\%]]$