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) Standard deviation, 3 Doors, Inc. Down Co. 14% 42 10% 31 What is the standard deviation if the correlation is +1? 0? -1? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Correlation +1 Correlation 0 Correlation -1 Standard Deviation % % %