TELE Problem 11-12 Portfolio Variance (LO2, CFA5) Use the following information to calculate the expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return, E(R) Standard deviation, o Correlation 3 Doors, Inc. 18% 48 Down Co. 149 50 0.33 Answer is complete but not entirely correct. 15.20 Expected return Standard deviation 6.90