Benefits of diversifieation. Sally Rogers has decided to arivest her weath equally across the tollowing three assets her investrent in the thee assets? How do they compare with imesting in asset M alone? Hint Find the standard deviations of asset M and of the portfolio equally invested in assets M,N, and 0 What is the expected return of investing equally in all three assets M,N, and O ? (Round to two decimal places) Data table (Click on the following icon e in order to copy its contents into a spreadsheet).