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.) Data table (Click on the following icon D, in order to copy its contents into a spreadsheet.)