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) Standard deviation, o 151 14 58 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.) Standard Deviation % Correlation +1 % Correlation 0 ces Correlation-1 %