Problem $11-13$ More Portfolio Variance $($LO$4,$ CFA$3)$

The expected return and standard deviation of a portfolio that is $70$ percent invested in $3$ Doors, Inc., and $30$ percent invested in Down

Co$.$ are the following:

Expected return, $E(R)$

What is the standard deviation if the correlation is $+1?0?-1?($Do not round intermediate calculations. Enter your answer as a

percent rounded to $2$ decimal places. $)$