Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the foliowing threo assets: a. What are her expected returns and the risk from her investment in the thee assets? How do they compare with itwesting in asset Malone? Hint. Find the standard deviations of asset M and of the pertfolio equally invested in assets M,N, and O. b. Could Sally reduce her total risk even more by using assets M and N only, assets M and O only, or assets N and O only? Use a 50 . 50 split between the asset pairs, and find the standard deviation of each asset pair, Data table (Click on the following icon D in order to copy its contents into a spreadsheet.)