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: Expected return, E(R) Standard deviation, o 3 Doors Down Co. Inc. 10% 10% 43 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. Omit the "%" sign in your response.) % Correlation +1 Correlation o Correlation-1 %