15 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: Down Co. 3 Doors, Inc. 15% Expected return, ER Standard deviation, o 58 14% 32 ts 01:10 23 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. Omit the %" sign in your response.) Correlation +1 Correlation o Correlation-1 % % % Ceferences c Faw 80 F3 FS