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. Omit the "%" sign in your response.) 3 Doors, Inc. Down Co. Expected return, E(R) 15 % 14 % Standard deviation, 45 47 Correlation .30 Expected return % Standard deviation %