Use the following information to calculate the expected return and standard deviation of a portfolio that is 40 percent invested in 3 Doors, Inc., and 60 percent invested in Down Co.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) 3 Doors, Inc. Down Co. Expected return, E(R) 10 % 12 % Standard deviation, σ 40 42 Correlation 0.25.