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. are the following: Expected return, E(R) Standard deviation, a 3 Doors, Inc. Down Co. 131 120 56 36 What is the standard deviation if the correlation is +1? 0? -17 (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation 11 Correlation 0 Correlation-1 % % %