Ebenezer Scrooge has invested 50% of his rmoney in share A and the remainder in share B. He assesses their prospects as follows: Expected return (%) Standard deviation (%) Correlation between returns 15 21 24 .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-6? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient-6 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? 0 Better O Worse Not possible to say