The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following: Down Co. Expected return, E(R) Standard deviation, o 3 Doors, Inc. 11% 44 22% 10% What is the standard deviation if the correlation is +1? O?-1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation +1 Correlation 0 Correlation-1