Score: 0 of 1 pt 7 of 9 (3 complete) HW Score: 33.33%, 3 of 9 pts P8-23 (similar to) Question Help 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 Mand 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? % (Round to two decimal places.) Data Table (Click on the following icon 2 in order to copy its contents into a spreadsheet.) States Boom Normal Recession Probability 30% 50% 20% Asset M Return 14% 12% 6% Asset N Return 24% 16% 4% Asset O Return 6% 12% 14% Print Done