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. 14% 47 Down Co 11% 35 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 7