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. 3 Doors, Inc. Down Co. Expected return, E (R) 19% 11% Standard deviation, s 52 36 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: %