The expected return and standard deviation of a portfolio that is 50 percent invested in 3 Doors, Inc., and 50 percent invested in Down Co. are the following:

		3 Doors, Inc.			Down Co.
Expected return, E(R)		14	%		10	%
Standard deviation,		42			31

What is the standard deviation if the correlation is +1? 0? 1? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. )

	Standard Deviation
Correlation +1		%
Correlation 0		%
Correlation 1		%