Ebenezer Scrooge has invested 40% of his money in share A and the remainder in share B. He assesses their prospects as follows: B 16 18 Expected return (%) Standard deviation (%) Correlation between returns 18 00 ON 21 0.4 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 o or -0.40? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 % Correlation Coefficient -0.40 % 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 O Not possible to say 1