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: 3 Doors, Inc. Down Co. Expected return, E(R) 14 % 10 % Standard deviation, 42 31 What is the standard deviation if the correlation is +1? 0? 1? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. )

Correlation +1

Correlation 0

Correlation -1