The expected return and standard deviation of a portfolio that is 50 percent invested in 3 Doors, Inc., and 50 percent invested in Down Co. are the following 3 Doors, Inc. Down Co Expected return, E(R) Standard deviation, 19% 62 14% 24 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. Omit the "%" sign in your response.) Correlation +1 Correlation 0 Correlation -1