What is the standard deviation if the correlation

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The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co. are the following:

3 Doors, Inc. own Co. Expected return, E(R)17% 14% Standard deviation, σ60 28

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: EM132478219

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