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 Malone? Hint Find the standard deviations of asset Mand 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? 0% (Round to two What is the expected Data table [0% (Round to two od (Click on the following icon in order to copy its contents into a spreadsheet.) What is the standard de 1% (Round to two States Probability Asset M Return Asset N Return Boom 30% 12% 19% What is the standard d Normal 50% 8% 11% Recession 20% 2% -2% % (Round to two od By investing in the port decreasing her risk by Print Done Asset Return 8% 12%