Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three assets: 5. 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.) Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) States Asset O Return Boom 1% Probability 25% 51% 24% Asset M Return 13% 10% 1% Asset N Return 24% 15% 4% Normal Recession T 10% 13% 4%_ Print Done