Ebenezer Scrooge has invested 65% of his money in share A and the remainder in share B. He assesses their prospects as follows: Expected return (%) Standard deviation (%) Correlation between returns A 16 19 B 23 26 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 Snie C. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say? Better O Worse O Not possible to say