Arbor Systems and Gencore stocks both have a volatility of 40%. 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.) If the correlation is 0.50, the volatility of the portfolio is %. (Round to one decimal place.) If the correlation is 0.00, the volatility of the portfolio is %. (Round to one decimal place.) If the correlation is - 0.50, the volatility of the portfolio is %. (Round to one decimal place.) If the correlation is - 1.00, the volatility of the portfolio is %. (Round to one decimal place.) In which of the cases is the volatility lower than that of the original stocks? (Select the best choice below.) O A. In cases (b), (c), (d) and (e). O B. In all of the cases OC. In cases (d) and (e). OD. In none of the cases