Homework: Chapter 8 Homework Score: 0 of 1 pt 10 of 11 (3 complete) P8-24 (similar to) Benefits of diversification Sally Reges has decided to invest her wealth equally across the folloeing theee assets a What are her expected reuns and the rk 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 portfolo equally invested in assets M, N and O b. Could Saly reduce her total dsk even more by using assels M and N only assets M and O only, or assets N and O only? Use a 50/50 splt beteeen the asset pairs, and find the standand deviation of each asset pair What is the epected return ofl investing qally in all three assets M, N, and O7 Round to twe decmal places) Data Table (Ckk n the folowing icon n order to copy s contents into a spreadsheet) States Boom Pobablity 33% Asset M Retrn 10% Asset N otan Assol O Reban 21% -2 % Nomal 48% 7% -2% 12% Recession 19% 10% Print Done