Arbor Systems and Gencore stocks both have a volatility of $49\%.$ Compute the volatility of a portfolio with $50\%$ invested in each stock if the correlation between the stocks is $($a$)+1\mathrm{.}00,($b$)0\mathrm{.}50,($c$)0\mathrm{.}00,($d$)-0\mathrm{.}50,$ and $($e$)-1\mathrm{.}00.$ In which of the cases is the volatility lower than that of the original stocks?

If the correlation is $+1\mathrm{.}00,$ the volatility of the porffolio is $49\%.($Round to one decimal place.$)$

If the correlation is $0\mathrm{.}50,$ the volatility of the portfolio is $\%.($Round to one decimal place.$)$