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Use the following information to calculate the expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and

Use the following information to calculate the expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

3 Doors, Inc. Down Co.
Expected return, E(R) 18 % 11 %
Standard deviation, 38 40
Correlation .23

Expected Return =

Standard Deviation =

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