Question: Please solve it clearly and show your work. 2, Ebenezer Scrooge has invested 40% of his money in share A and the remainder in share

Please solve it clearly and show your work.

2, Ebenezer Scrooge has invested 40% of his money in share A and the remainder in share B. He assesses their prospects as follows: A B 16 18 Standard deviation (%) 18 21 Expected return (%) Correlation between returns 4 a) What are the expected return and standard deviation of b) How would your answer change if the correlation c) Is Mr. Scrooge's portfolio better or worse than one returns on his portfolio? coefficient were 0 or-4? invested entirely in share A, or is it not possible to say

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