B in order to copy its contents into a spreadsheet.) States Boom Normal Recession Probability 25% 5396 22% Asset M Return 11% 9% 3% Asset N Return 20% 13% 096 Asset o Return 39 9% 11% Print Done Question Help Benefits of diversification Sally Rogers has decided to invest her with equally across the following mo a. What are her expected returns and the risk from her investment in the three assets 7 How do they compare with investing in asset Malone? Mint Find the standard deviations of asset Mand of the portfolio equally invested in assets M, Nando b. Could Sally reduce her total risk even more by using assets M and Nonly assets M and only or assets and only? Use 50/50 id between the asset pairs, and find the standard deviation of each asset pair a. What is the expected return of investing equally it all three assets M, N and 0 1% (Round to two decimal places) Enter your answer in the answer box and then click Check Answer 11 remaining O search