A b c d e please

Arbor Systems and Gencore stocks both heve a volablity of 30%. Compute the volatily of a portfolio with 50% invested in aach stock it the carrelation between the stoch is (a) + 180 , (b) ose, (e) 0.00, (d) 0.50, and (e) 1.00. In which of the cases is the volatily lawer than that of the ociginal stocks? If the correlation is +1.00, the volatlity of the portfoio is 6 (Round to one decirnal place)