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