Ebenezer Scrooge has invested 65% of his money in share A and the remainder in share B. He assesses their prospects as follows: A B Expected return (%) Standard deviation (%) Correlation between returns 16 23 21 27 0.5 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. 17.75 96 Expected return Standard deviation 96 b. How would your answer change if the correlation coefficient were 0 or -0.50? (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient -0.50 96 Standard deviation 96