Co. are the following: Expected return, E(R) Standard deviation, o 3 Doors, Inc. Down Co. 16% 49 11% 38 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.) Answer is complete but not entirely correct. Correlation +1 Correlation 0 Correlation -1 Standard Deviation 18.66% 32.48 % 15.60%