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 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? 1% (Round to two decimal places.) Data Table (Click on the following icon in order to copy its contents into a spreadsheet) Asset O Return States Boom Normal Recession Probability Asset M Return 34% 12% 46% 9% 20% 0% Asset N Return 22 149 2% 12%