The expected return and standard deviation of a portfolio that is 50 percent invested in 3...

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The expected return and standard deviation of a portfolio thatis 50 percent invested in 3 Doors, Inc., and 50 percent invested inDown Co. are the following: 3 Doors, Inc. Down Co. Expected return,E(R) 14 % 11 % Standard deviation, ? 47 36 What is the standarddeviation if the correlation is +1? 0? ?1? (Do not roundintermediate calculations. Enter your answer as a percent roundedto 2 decimal places. Omit the "%" sign in your response.)Correlation +1 % Correlation 0 % Correlation ?1 %

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The expected return and standard deviation of a portfolio thatis 50 percent invested in 3 Doors, Inc., and 50 percent invested inDown Co. are the following: 3 Doors, Inc. Down Co. Expected return,E(R) 14 % 11 % Standard deviation, ? 47 36 What is the standarddeviation if the correlation is +1? 0? ?1? (Do not roundintermediate calculations. Enter your answer as a percent roundedto 2 decimal places. Omit the "%" sign in your response.)Correlation +1 % Correlation 0 % Correlation ?1 %

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