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Score: 0 of 1 pt 7 of 15 (12 complete) HW Score: 73.33%, 11 of 15 pts P11-10 (similar to) Question Help Arbor Systems and

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Score: 0 of 1 pt 7 of 15 (12 complete) HW Score: 73.33%, 11 of 15 pts P11-10 (similar to) Question Help Arbor Systems and Gencore stocks both have a volatility of 45%. 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.) Enter your answer in the answer box and then click Check

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