The expected return and standard deviation of a portfolio that is 60 percent inivested in 3 Doors. Inc and 40 percent Invested in Down Co. are the following 3 Doors, Inc. Down Co. Expected return, E(R) Standard deviation, a 11% 10% 44 33 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.) Standard Deviation es Comelation +1 Corelation 0 % Correlation-1