Ebenezer Scrooge has invested 55% of his money in share A and the remainder in share B. He assesses their prospects as follows: Expected return (8) Standard deviation (%) Correlation between returns A 15 22 B 19 24 0.4 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.) Answer is not complete. 16.80 Expected return Standard deviation % % b. How would your answer change if the correlation coefficient were 0 or - 0.40? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Answer is not complete. Correlation Coefficient 0 16.22 % Correlation Coefficient -0.40 % Standard deviation