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