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: 3 Doors, Inc. Down Co. Expected return, E(R) 10 % 10 % Standard deviation, 43 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.

Omit the "%" sign in your response.) Correlation +1 % Correlation 0 % Correlation 1 %