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$.$ are the following:$3$ Doors, Inc. Down Co$.$ Expected return, E$($R$)12\%12\%$ Standard deviation, $5538$ 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. $)$