Ebenezer Scrooge has invested $40\%$ of his money in share A and the remainder in share B$.$ He assesses their prospects as follows:

A B

Expected return $(\%)1623$

Standard deviation $(\%)2226$

Correlation between returns $0\mathrm{.}6$

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 $0\mathrm{.}60?($Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.$)$