Sally Rogers has decided to invest her wealth equally across the following three assets: LOADING... . 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? 11.8811.88% (Round to two decimal places.) What is the expected return of investing in asset M alone? 10.6710.67% (Round to two decimal places.) What is the standard deviation of the portfolio that invests equally in all three assets M, N, and O?

States	Probability	Asset M Return	Asset N Return	Asset O Return
Boom	31%	14%	23%	2%
Normal	55%	11%	16%	11%
Recession	14%	2%	3%	14%