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.

	3 Doors, Inc.		Down Co.
Expected return, E (R)	15	%		11	%
Standard deviation,	48			34

What is the standard deviation if the correlation is +1? 0? 1? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

Correlation +1	%
Correlation 0	%
Correlation 1	%