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The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co are the following Down Co. Expected return, E(R) Standard deviation, Doors, Inc. 12% 45 10% 34 What is the standard deviation of 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. Standard Deviation Creation 1 21.30 Correlation 33:11 Correction-1 4170