The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co. are the following: Down Co. Expected return, ER Standard deviation, o 3 Doors, Inc. 13% 56 12% 36 5:19 k 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. Omit the "%" sign in your response.) ces Correlation 1 Correlation o Correlation-1 de de de