Arbor Systems and Gencore stocks both have a volatility of 41% Compute the volatility of a portfolio with 50% invested in each stock if the correlation between the stocks is (a) +1.00,(b) 0.50. (C) 0.00,(d) - 0.50, and (e) - 1.00. In which of the cases is the volatility lower than that of the original stocks? If the correlation is +1.00, the volatility of the portfolio is (Round to one decimal place.) Stocks A and B have the following returns Stock A 1 0.08 2 0.07 3 0.13 4 -0.01 5 0.08 Stock B 0.06 0.04 0.06 0.02 -0.04 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.43, what is the expected return and standard deviation of a portfolio of 72% stock A and 28% stock B? a. What are the expected returns of the two stocks? The expected return for stock Ais - (Round to three decimal places.)