Suppose Wesley Publishing's stock has a volatility of

45%,

while Addison Printing's stock has a volatility of

20%.

If the correlation between these stocks is

40%,

what is the volatility of the following portfolios of Addison and Wesley: a.

100%

Addisonb.

75%

Addison and

25%

Wesleyc.

50%

Addison and

50%

Wesley

a. The volatility of a portfolio of

100%

Addison stock is

nothing%.

(Round to two decimal places.)b. The volatility of a portfolio of

75%

Addison and

25%

Wesley is

nothing%.

(Round to two decimal places.)c. The volatility of a portfolio of

50%

Addison and

50%

Wesley is

nothing%.

(Round to two decimal places.)