Benefits of diversification. Sally Rogers has decided to invest her wealth equally across the following three...

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Benefits of diversification. Sally Rogers has decided to investher wealth equally across the following three assets. What are herexpected returns and the risk from her investment in the three?assets? How do they compare with investing in asset M? alone?Hint?: Find the standard deviations of asset M and of the portfolioequally invested in assets? M, N, and O.
Also, Please find the expected return of investing equally inall three assets? M, N, and? O.
?States
Probability
Asset M Return
Asset N Return
Asset O Return
??Boom
30?%
13?%
22?%
5?%
??Normal
51?%
11?%
15?%
11?%
??Recession
19?%
5?%
2?%
13?%

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Benefits of diversification. Sally Rogers has decided to investher wealth equally across the following three assets. What are herexpected returns and the risk from her investment in the three?assets? How do they compare with investing in asset M? alone?Hint?: Find the standard deviations of asset M and of the portfolioequally invested in assets? M, N, and O.Also, Please find the expected return of investing equally inall three assets? M, N, and? O.?StatesProbabilityAsset M ReturnAsset N ReturnAsset O Return??Boom30?%13?%22?%5?%??Normal51?%11?%15?%11?%??Recession19?%5?%2?%13?%

?States	Probability	Asset M Return	Asset N Return	Asset O Return
??Boom	30?%	13?%	22?%	5?%
??Normal	51?%	11?%	15?%	11?%
??Recession	19?%	5?%	2?%	13?%