Suppose Wesley Publishing's stock has a volatility of 55 %, while Addison Printing's stock has a volatility of 30 %. If the correlation between these stocks is 15 %, what is the volatility of the following portfolios of Addison and Wesley:

a. 100 % Addison

b. 75 % Addison and 25 % Wesley

c. 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.)