Q5 Consider an investment universe consisting of three assets with the following characteristics: E(11) = 10% E(r2) = 5% E(13) = 11% = 01 = 10% 02 = 15% 03 = 20% = P1,2 = 0.5 P2,3 = 0.3 P1,3 = 0.25 a. What is the expected return and standard deviation of an equally weighted portfolio investing in all three assets? b. What would the diversification benefit be for an investor that shifted her investment to the equally weighted portfolio from an investment consisting only of asset 3