Ebenezer Scrooge has invested 60% of his money in share A and the remainder in share B. He assesses their prospects as follows: Expected return (8) A 15 Standard deviation (8) 20 Correlation between returns 0.5 B 20 22 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.) b. How would your answer change if the correlation coefficient were 0 or -0.5? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say?