What is the standard deviation if the correlation is +1? 0? 1? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

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. 3 Doors, Inc. Down Co. Expected return, E (R) Standard deviation, 11% 54 12% 37 What is the standard deviation if the correlation is +1? 0? -1? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Correlation +1 Correlation O Correlation -1