Use the following information to calculate the expected return and standard deviation of a portfolio that is 40 percent invested in 3 Doors, Incorporated, and 60 percent invested in Down Company: Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Expected return, E(R) Standard deviation, o Correlation es Expected return Standard deviation 3 Doors, Incorporated 10% 40 0.25 20.80% 142 30% Down Company 12% 42