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) +1.00, (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.) es 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.) lity 5% eres in which of the cases is the volatility lower than that of the original stocks? (Select the best choice below.) ental O A. In all O A. In all of the cases. OB. In cases (d) and (e). OC. In none of the cases. OD. In cases (b), (c), (d) and (e - 14% 70