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: 3 Doors, Inc. 176 Down Co. 118 Expected return, E(R) Standard deviation, 50 What is the standard deviation if the correlation is +17 02-1? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation +1 Correlation Correlation-1

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