Ebenezer Scrooge has invested 50% 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 18 20 19 24 3 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 0 or-3? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient -3 Standard deviation