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.) 3 Doors, Inc. 11% 41 Expected return, E(R) Standard deviation, 0 Correlation Down Co. 12% 43 0.26 Expected return Standard deviation doo