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.

		3 Doors, Inc.			Down Co.
Expected return, E (R)		18	%		14	%
Standard deviation,		61			40.5

What is the standard deviation if the correlation is +1? 0? 1? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

Correlation +1	%
Correlation 0	%
Correlation 1	%