What is the expected return of asset M?

What is the standard deviation of the portfolio that invests equally in all three assets M, N, and O?

What is the standard deviation of asset M?

By investing in the portfolio that invests equally in all three assets M, N, and O rather than asset M alone, Sally can benefit by increasing her return by...? and decreasing by...?

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 M alone? Hint: Find the standard deviations of asset M and of the portfolio equally invested in assets M, N, and O. P8-23 (similar to) Asset O Return Asset N Return Asset M Return States Boom Normal Recession Probability 29% 46% 25% 14% 11% 2% 2% 11% 14% 16% 4% What is the expected return of investing equally in all three assets M, N, and O? (Round to two decimal places.)