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? A Data Table - X 8.73 % (Round to two decimal places.) What is the expected return of investing in asset M alone? (Click on the following icon in order to copy its contents into a spreadsheet.) 7.64 % (Round to two decimal places.) What is the standard deviation of the portfolio that invests equally in all three assets States Boom Normal Recession Probability 30% 54% 16% Asset M Return 10% 8% 2% Asset N Return 19% 12% - 1% Asset O Return 2% 8% 10% % (Round to two decimal places.) Print Done