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 (8) Standard deviation (8) Correlation between returns A 12 15 B 22 24 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. Expected return Standard deviation 45.00 55.00 % % b. How would your answer change if the correlation coefficient were 0 or -0.40? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct. Correlation Correlation Coefficient Coefficient -0,40 15.00 % 12.00% Standard deviation