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. 3 Doors Down Co. Inc. Expected return, E (R) Standard deviation, o 17% 50 11% 35 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 o Correlation-1 1% %