Hyacinth Macaw invests 54% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is 15%, and on J it is 28%. (Use decimals, not percents, in your calculations.) a. Calculate the variance and standard deviation of portfolio returns, assuming the correlation between the returns is 1 . b. Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0.4 c. Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0 . Note: For all requirements, do not round intermediate calculations. Round your answers to 4 decimal places