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 Jit is 20%. (Use decimals, not percents, in your calculations.) a. Calculate the variance and standard deviation of portfolio returns, assuming the correlation between the returns is 1.0. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Variance 0.0196 Standard deviation b. Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0.5. (Do not round intermediate calculations. Round your answer to 4 decimal places.) Variance 0.0148 Standard deviation c. Calculate the variance and standard deviation of portfolio returns, assuming the correlation is 0. (Do not round intermediate calculations. Round your answer to 4 decimal places.) 0.0100 Variance Standard deviation