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 (8) Correlation between returns A 15 22 B 21 24 0.6 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 -0.60? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient -0.60 % Standard deviation %