Question: Problem 11-13 More Portfolio Variance (L04, CFA3) The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc.,

Problem 11-13 More Portfolio Variance (L04, CFA3) The expected return and

Problem 11-13 More Portfolio Variance (L04, CFA3) 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) Standard deviation, 3 Doors, Inc. 12% 45 Down Co. 10% 34 What is the standard deviation if the correlation is +1? 0? -17 (Do not round intermediate calculations. Enter your answer as o percent rounded to 2 decimal places.) Correlation +1 Correlation 0 Correlation-1 Standard Deviation % 8 X

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