Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: a. What aro her expected returns and the risk from her investment in the three assets? How do they compare with investing in assot M alone?. Hint: Find the slandard deviations of asset M and of the portfolio equally irvested in assets M,N, and O. b. Could S alfy reduce her total risk even more by using assets M and N only, assets M and O only, or assets N and O only? Use a 50/50 split befween the asset pairs, and find the standard deviation of each asset pair. a. What is the expected return of investing equally in all threo assets M,N, and O? \% (Round to two decimal places.) Data table (Cick on the following icon D in order to copy its contents into a spreadsheet.)