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 Malone? 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.) - Data table (Click on the following icon in order to copy its contents into a spreadsheet.) States Boom Probability 25% 49% 26% Asset M Return 11% 8% - 1% Asset N Return 22% 13% 2% Asset O Return - 1% 8% 11% Normal Recession