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Problem 11-13 More Portfolio Variance (LO4, CFA3) The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc.,

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Problem 11-13 More Portfolio Variance (LO4, CFA3) 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: 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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