Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: E. 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? % (Round to two decimal places.) (Click on the following icon e in order to copy its contents into a spreadsheet.) Asset N Return States Boom Normal Recession Probability 26% 55% 19% Asset M Return 12% 10% 4% 22% 14% 2% Asset O Return 4% 10% 12%