Ebenezer Scrooge has invested 45% of his money in share A and the remainder in share B. He assesses their prospects as follo Expected return (%) Standard deviation (%) Correlation between returns A 17 20 a. What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. b. How would your answer change if the correlation coefficient were 0 or -0.50? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say?, 0.5 Required A Required B Required C Expected return Standard deviation B 20 27 X Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. 20.20 X % 19.87%

Ebenezer Scrooge has invested 45% of his money in share A and the remainder in share B. He assesses their prospects as foll a. What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. b. How would your answer change if the correlation coefficient were 0 or -0.50 ? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say? (x) Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What are the expected return atd standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places