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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

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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. Data table (Click on the following icon 0 , in order to copy its contents into a spreadsheet)

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