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 (%) Standard deviation (%) Correlation between returns 18 21 0.5 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.) Answer is complete but not entirely correct. 19.50 Expected return Standard deviation 20.62 b. How would your answer change if the correlation coefficient were Oor-0.50? (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) 3 Answer is complete but not entirely correct. Correlation Coefficient Correlation Coefficient -0.50 Standard deviation c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in shore A, or is it not possible to say? Better Worse Not possible to say