The expected return and standard deviation of a portfolio that is 40 percent invested in 3 Doors, Inc., and 60 percent invested in Down Co, are the following Expected return, (R) Standard deviation, 3 Doors, Inc. Down Co. 109 ION 32 What is the standard deviation if the correlation is +1? 07 -17 (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation Correlation-1 Correlation Correlation-1