Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: a. 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? Hinf Find the standard deviations of asset M and of the portfolio equally invested in assets M,N, and O. b. Could Sally reduce her total risk even more by using assets M and N only, assets M and O only, or assets N and O onty? USe a 60 iso split. between the asset pairs, and find the slandard deviation of each asset paif. a. What is the expected return of investing equally in all three assets A,N. and O ? \%. (Round to two decimal places:) Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: a. 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? Hinf Find the standard deviations of asset M and of the portfolio equally invested in assets M,N, and O. b. Could Sally reduce her total risk even more by using assets M and N only, assets M and O only, or assets N and O onty? USe a 60 iso split. between the asset pairs, and find the slandard deviation of each asset paif. a. What is the expected return of investing equally in all three assets A,N. and O ? \%. (Round to two decimal places:)