Ebenezer Scrooge has invested 55% of his money in share A and the remainder in share B. He assesses their prospects as follows: a. What are the expected return and standard deviation of returns on his portfolio? (Do not round Intermecllete calculetlons. Enter your answers as a percent rounded to 2 decimal pleces.) b. How would your answer change if the correlation coefficient were 0 or 0.60 ? (Do not round Intermedlate caleulations. Enter your answers as a persent rounded to 2 decimal pleces.) c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say? Better Worse Not possible to say