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? % (Round to two decimal places.) i - X Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) States Boom Normal Recession Probability 26% 47% Asset M Return 11% 9% Asset N Return 21% 13% 1% Asset O Return 3% 9% 27% 3% 11% Print Done