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. Down Co. 3 Doors, Inc. Expected return, E (R) Standard deviation, o 14% 57 12% 38.5 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 % % %