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, a 3 Doors, Inc 14% 47 Down CO. 11% 36 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. ) Standard Deviation Correlation-1 Correlation Correlation-1