Check my work 2 Ebenezer Scrooge has invested 40% of his money in share A and the remainder in share B. He assesses their prospects as follows: Expected return (8) Standard deviation (%) Correlation between returns A 16 22 B 23 26 0.6 10 points 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.) eBook Print References 20.20% Expected return Standard deviation % b. How would your answer change if the correlation coefficient were 0 or -0.60? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 % Correlation Coefficient -0.60 % Standard deviation