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Chapter 8-Problems i Saved Help Save & Exit Submit Check my work 2 Ebenezer Scrooge has invested 50% of his money in share A and the remainder in share B. He assesses their prospects as follows: A 16 23 Expected return (%) Standard deviation (%) Correlation between returns B 21 28 10 points 0.4 eBook 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.) Print References % Expected return Standard deviation % b. How would your answer change if the correlation coefficient were 0 or -0.40? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation Coefficient 0 Correlation Coefficient -0.40 % Standard deviation %