Arbor Systems and Gencore stocks both have a volatility of 30 % . Compute the volatility of a portfolio with 50 % invested in each stock if the correlation between the stocks is (a) plus 1.00 , (b) 0.50 , (c) 0.00 , (d) negative 0.50 , and (e) negative 1.00 . In which of the cases is the volatility lower than that of the original stocks?