Hyacinth Macaw invests 58% of her funds in stock I and the balance in stock .1. The standard deviation of returns on I is 18%, and on J it is 25%. (Use decimals, not percents, in your calculetions.) a. Calculate the variance of portfolio retums, assuming the correlation between the returns is 1 . (Do not round intermediate calculations. Round your answer to 4 decimal places.) b. Calculate the variance of portfolio returns, assuming the correlation is 0.3. (Do not round intermediate calculations. Round your answer to 4 decimal places.) b. Calculate the variance of portfolio retums, assuming the correlation is 0.3. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Calculate the variance of portfolio returns, assuming the correlation is 0 . (Do not round intermediate alculations, Round your answer to 4 decimal places.)