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? 11.66% (Round to two decimal places.) i Data Table - X (Click on the following icon 2 in order to copy its contents into a spreadsheet.) States Boom Normal Recession Probability 32% 54% Asset M Return 11% 9% 3% Asset N Return Asset O Return 21% 3% 13% 9% 1% Print Done