The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. 3 Doors Down Co. Inc. Expected return, E (R) Standard deviation, o 11% 44 10% 32 What is the standard deviation if the correlation is +1? 0?-1? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Correlation +1 Correlation 0 Correlation-1 % % %