Hyacinth Macaw invests 55% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is 16%, and on J it is 23%. (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 0.6. 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