(similar to) Question Help Benefits of diversification Sally Rogers has decided to invest her wealth equaly across the following three assets ? a Whet are her expected returns and the risk from her investment in the three assets? How do they compare with investing in assot Malone Hire Trd the standard deviations of asset M and of the portfolio equally invested in assets M N and o b. Could Sally reduce her total risk even more by using assets M and Nonly, assets M and only or assets and Oony? Use a 50/50 splf between the asset paits, and find the standard deviation of each asset pait a. What is the expected return of investing equally in all three assets M N ando? 41.21 % (Round to wo decimal places What is the expected return of investing in asset Malone? 9.86% (Round to two decimal places What is the standard deviation of the portfolio thot vives equally all the esses M. Nando? 33% (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 35% 51% 14% Asset M Return 12% 10% 4% Asset N Return 23% 14% 3% Asset Return 49 10% 12% Print Done in the answer box and then click Check Answer Final Check Clear A O -D C . 96 5 7 8 6 o U 20 K . J . F G N. . B V