Sally Rogers has decided to invest her wealth equally across the following three assets (table is shown below). 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.

nvesting equally in all three assets M, N, and V? ata Table on the following icon () in order to copy its contents into a spreadsheet.) States Probability Asset M Relum Asset N Return Asset O Retum Boom 31% 12% 21% 4% Normal 54% 10% 14% 10% Recession 15% 4% 1% 12% Print Done