Use the following information to calculate the expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co.: (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Down Co. 3 Doors, Inc. Expected return, E (R) Standard deviation, o Correlation 16% 46 14% 48 .31 Expected return Standard deviation % %