what are her expected returns and the risk from her investment and the three assets? how do they compare with investing in assest M alone? hint: find Standard deviation of asset M and of the portfolio equally invested assets M, N, O.

WUUSLIM Haip Benefits of diversification Sally Rogers has decided to invest her wealth equally across the following three assets: m. What are her expected returns and the risk from her investment in the three assets? How do they compare with investing in asset Malone? Hint Find the standard deviations of asset M and of the portfolio equally invested in assets M, N, and O. What is the expected return of investing equally in all three assets M, N, and ? % (Round to two decimal places.) (Click on the following icon in order to copy its contents into a spreadsheet.) States Boom Normal Recession Probability 25% 52% 23% Asset. M Return 12% 10% Asset N Return 21% 14% Asset Return 4% 10% 12% 4 % Print Done