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. are the following: Expected return, E(R) 3 Doors, Inc. Down Co. 14 Standard deviation, o 24 194 62 What is the standard deviation if the correlation is +1? 0?-1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Correlation +1 Correlation O Correlation-1 Standard Deviation % % %