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The expected return and standard deviation of a portfolio that is 40 percent invested in 3...

The expected return and standard deviation of a portfolio that is 40 percent invested in 3 Doors, Inc., and 60 percent invested in Down Co. are the following: 3 Doors, Inc. Down Co. Expected return, E(R) 15 % 14 % Standard deviation, σ 58 32 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. )

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