The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co. are the following: Expected return. (R) Standard deviation, 3 Doors, Inc.Down Co. 120 120 55 38 What is the standard deviation if the correlation is +1? 0? -17 (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard Deviation % Correlation 1 Correlation 0 Correlation-1 % tes %