The expected return and standard deviation of a portfolio that is 50 percent invested in 3...

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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: 3 Doors, Inc. Expected return, E(R) Standard deviation, a 19% 62 Down Co. 14% 24 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.) Correlation +1 Correlation 0 Correlation-1 Standard Deviation 96 % % 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: 3 Doors, Inc. Expected return, E(R) Standard deviation, a 19% 62 Down Co. 14% 24 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.) Correlation +1 Correlation 0 Correlation-1 Standard Deviation 96 % %