= Part 3 of 5 2%, 41.53 of 55 points Points: 1.33 of 4 @ 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 Malone? Hint Find the standard deviations of asset M and of the portfolio equally invested in assets M, Nand What is the expected return of investing equally in all three assets M, N, and O? 7.78% (Round to two decimal places) What is the expected return of investing in asset Malone? 6.01 % (Round to two decimal places) What is the standard deviation of the portfolio that invests equally in all three assets M, N, and 07 % (Round to two decimal places) Data Table - (Click on the following icon in order to copy its contents into a spreadsheet) States Boom Normal Recession Probability 30% 49% 21% Asset M Return 10% 7% - 2% Asset N Retum 21% 12% 1% Asseto Retur -29 7% 10% Print Done