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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.

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, Inc. Down Co.
Expected return, E (R) 11 % 12 %
Standard deviation, 54 37

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 %

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