Problem 11-13 More Portfolio Variance (LO4, CFA3) The expected return and standard deviation of a portfolio that is 50 percent invested in 3 Doors, Inc., and 50 percent invested in Down Co. are the following: Expected return, E(R) Standard deviation, o 3 Doors, Inc. 19% 52 Down Co. 11% 41 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. ) Standard Deviation Correlation +1 % Correlation 0 % Correlation-1 %