a. What are the expected return and standard deviation of returns on his portfolio? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) b. How would your answer change if the correlation coefficient were 0 or 0.5 ? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say