Problem 8-6 Portfolio risk and return Ebenezer Scrooge has invested 50% of his money in share A and the remainder in share B. He assesses their prospects as follows: Expected return (1) Standard deviation (2) Correlation between returns A 15 22 B 21 24 0.6 a. What are the expected return and standard deviation of returns on his portfolio? (Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return Standard deviation % %