Answer is wrong, could you mind give correct anwsers.

Benefits of diversification Sally Rogers has decided to invest her wealth equally across the following three assets: B. a. What are her expected retums and the risk from her investment in the three essats? How do they compare with investing in asset Malone? Hint Find the standard deviations of asset M and of the portfolio squally invested in assats M. N. and b. Could Sally reduce her total risk even more by using assets M and N only, rosats and only or assets N and only use a 50/50 split between the asset pairs, and find the standard deviation of each asset pair ... a. What is the expected return of investing equally in all three assets M, N, and O? 11.75% (Round to two decimal places.) What is the expected return of Investing in asset Malone? 10.30 % (Round to two decimal places.) What is the standard deviation of the portiollo that invests equally in all three assets M, N. and O? 2.39% (Round to two decimal place What is the standard deviation of asset ? 2.46% (Round to two decimal place) By investing in the portfolio that invests equally in all three assets M, N, and rather than rasat Malone, Sally can benefit by increasing her raturn by 1.45% and decrease her risk by 0.47%. {Round to han decimal places.) b. What is the expected retum of a portfolio of 50% asset M and 50% asset N? 12.78% {Round to two decimal places.) What is the expected return of a porfolio of 50% asset Mand 50% asseto? 10.02% (Round to tac decimal places.) What is the expected return of a portfolio of 50% asset N and 50% asset on 12.40 % {Round to two decimal places.) What is the standard deviation of a portfolio of 50% asset Mand 50% asse: N? 4.86% (Round to two tecimal places.) Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) States Asset N Return 22% Boom Probability 31% 50% 19% Asset M Return 11% 9% 3% Asset O Return 3% 9% 11% Normal 13% 2% Recession Print Done What is the standard deviation of a portfolio of 50% asset M and 50% asset O? 1 % (Round to two decimal places.) What is the standard deviation of a portfolio of 50% asset N and 50% asset O? 2.15 % (Round to two decimal places.) Could Sally reduce her total risk even more by using assets M and N only, assets M and O only, or assets N and O only? (Select the best response.) A. No, none of the portfolios using a 50-50 split reduce risk. B. Yes, a portfolio of 50% of asset M and 50% of asset N could reduce the risk to 1.00%. C. There is not enough information to answer this question. D. Yes, a portfolio of 50% of asset M and 50% of asset O could reduce the risk to 1.00%