Make sure to answer all steps in the question.

Benefits of dlversification. Sally Rogers has docided to invest her wealth equally across the following three assets: from her investment in the three assels? How do they compare with investing in assot M alone? Hint. Find the standard deviations of asset M and of the portfolio equally ifvested in assets M,N, and O. What is the expected retum of investing equally in all three assets M,N, and O ? (Round to two decimal places.) Data table (Click on the following icon n : in order to copy its contents into a sproadshoet.)