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.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Expected return, E(R) 3 Doors, Inc. 16% Down Co. 14% Standard deviation, Correlation 46 48 .31 Expected return % Standard deviation %