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:

what is the standard deviation if the correlation is +1? 0? -1? (answer in percentage form with two decimal places)

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, E(R) Standard deviation, o 3 Doors, Ine. 101 43 Down Co. 108 32 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 0 Correlation-1 %