Ebenezer Scrooge has invested 45% 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 A 17 20 B 20 27 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.) Expected return % Standard deviation % b. How would your answer change if the correlation coefficient were o or -0.50? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient -0.50 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