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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

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.)

3 Doors, Inc. Down Co.
Expected return, E (R) 16 % 11 %
Standard deviation, 36 38
Correlation .21

Expected return %
Standard deviation %

3 Doors, Inc. Down Co.
Expected return, E (R) 16 % 11 %
Standard deviation, 36 38
Correlation .21

Expected return %
Standard deviation %

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