Help Save & Exit Submit Problem 11-13 More Portfolio Variance (L04, CFA3) The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following: Expected return, E(R) Standard deviation, 3 Doors, Inc. 16% 49 Down Co. 11 38 What is the standard deviation if the correlation is +170? -1? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation +1 Correlation Correlation-1 Problem 11-13 More Portfolio Vari The expected return and standard deviation of a portfolio that is 60 perce Co. are the following: Expected return, E(R) Standard deviation, o 3 Doors, Inc. 16% 49 Down Co. 11% 38 What is the standard deviation if the correlation is +1? 0? -1? (Do not round percent rounded to 2 decimal places.) tes Standard Deviation - % Correlation +1 Correlation 0 Correlation - 1 % ses %