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 Down Co. Expected return, E(R) standard deviation, Correlation Inc. 10% 40 12% 42 0.25 Expected return Standard deviation