The expected return and standard deviation of a portfolio that is 60 percent invested in...

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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. are the following: Expected return, E(R) Standard deviation, o 3 Doors, Inc. 11% 44 Down Co. 10% 33 What is the standard deviation if the correlation is +1? 0? 1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. ) Standard Deviation Correlation +1 % % Correlation 0 Correlation-1 %

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