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 (9) Standard deviation (1) Correlation between returns A 16 22 26 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.) Expected return Standard deviation % % b. How would your answer change if the correlation coefficient were Oor-0.607 (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient Correlation Coefficient -0.60 Standard deviation c. is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say? Better Worse Not possible to say