Hyacinth Macaw invests $60\%$ of her funds in stock I and the balance in stock J$.$ The standard deviation of returns on I is $10\%,$ and on $J$ it is $20\%.$

Note: Use decimals, not percents, in your calculations.

a$.$ Calculate the variance and standard deviation of portfolio returns, assuming the correlation between the returns is $1\mathrm{.}0.$

b$.$ Calculate the variance and standard deviation of portfolio returns, assuming the correlation is $0\mathrm{.}5.$

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.

$\backslash$table$[[$a$.$ Variance,$],[$Standard deviation,$],[$b$.$ Variance,$],[$Standard deviation,$],[$c$.$ Variance,$],[$Standard deviation,$]]$