Arbor Systems and Genoore stocks both have a volatility of 48%. Compute the volat hy of a portfolio with 50% invested in och stocok f the correlation betwoon the stocks is (a) 1.00, (b) 0.50, (e)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 or elation is +1.00, the volatility ofthe pod 10 is[ % (Round to one de mal place.) tf the correlation is 0.50 the volatility of the portfolio is%. (Round to one decimal place.) lfthe comelatin is 0.00" the volasity of the portfolio is % (Round to ono do imal place.) If the correlation is-0.50, the volatility of the portfolio is | |%. (Round to one de mal place ) lfthe correlation is-1.00, the volatity ofthe portfolio is (Round to one decimal place.) n which of the cases is the volatility lower than that of the original stocks? (Select the best choice below.) O A In cases (d) and (e). O B. In none of the cases O C. In cases (b), (c),(d) and (e). O D. In all of the cases. Click to select your answerls). Save for Later 29 MacBook Ai esc F1 F2 ES 4