Problem 11-12 Use the following information to calculate 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.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the"%" sign in your response.) 3 Doors, Inc. Down Co Expected return, E(R) Standard deviation, Correlation 17% 47 14% 49 .32 Expected return Standard deviation