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 deiations of asset M and of the portfolio equally invested in assets M, N, and O. States Boom Normal Recession Probability Assot M Retun Asset N Retum Asset O Retum 47% 18% 10% 7% 2% 1296 1% 2% 7% 10% 8.00% (Round to two decimal places.) What is the expected retum of investing in asset M alone? 6.43% (Round to two decimal places.) What is the standard deviation of the portfolio that invests equally in all three assets M, N, and 0? % (Round to two decimal places) nter your answer in the answer box and then click Check