The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following: 3 Doors Down Co. Inc. Expected return, ER) Standard deviation, o 16% 59 14% 30 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. Omit the "%" sign in your response.) % Correlation +1 Correlation Correlation-1 de de