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The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc, and 40 percent invested in Dov. Co.

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The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc, and 40 percent invested in Dov. Co. are the following: 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.)

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