Ebenezer Scrooge has invested 40% of his money in share A and the remainder in share B. He assesses their prospects as follows: A 16 23 Expected return (%) Standard deviation (%) Correlation between returns 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.) 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