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. Omit the "%" sign in your response.)

	3 Doors, Inc.		Down Co.
Expected return, E(R)	11	%		12	%
Standard deviation,	41			43
Correlation			.26

Expected return	%
Standard deviation	%