The expected return and standard deviation of a portfolio

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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. are the following: 3 Doors, Inc. Down Co. Expected return, E(R) 13 % 10 % Standard deviation, σ 46 35 -------------------------------------------------------------------------------- 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. Omit the "%" sign in your response.) Correlation +1 % Correlation 0 % Correlation −1 %

Reference no: EM13929970

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