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 s 20%. (Use decimals, not percents, in your calculations.) . Calculate the variance and standard deviation of portfolio returns, assuming the correlation between the returns is 1.0. (Do not ound intermediate calculations. Round your answer to 4 decimal places.) . Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0.5. (Do not round intermediate :alculations. Round your answer to 4 decimal places.) Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0 . (Do not round intermediate :alculations. Round your answer to 4 decimal places.)