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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 $O.$

ion $2$

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 $$ in order to copy its contents into a spreadsheet.$)$

$\backslash$table$[[$States$,$Probability,Asset M Return,Asset N Return,Asset O Return$],[$Boom$,35\%,10\%,20\%,2\%$