Use the following information to calculate 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.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) 3 Doors, Inc. 15% Expected return, E(R) Standard deviation, o Correlation Down Co. 11% 37 35 .20 12.60% Expected return Standard deviation %