Suppose Wesley Publishing's stock has a volatility of 65%, 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% Addison b. 75% Addison and 25% Wesley c. 50% Addison and 50% Wesley a. The volatility of a portfolio of 100% Addison stock is \%. (Round to two decimal places.) Suppose Tex stock has a volatility of 40%, and Mex stock has a volatility of 16%. If Tex and Mex are uncorrelated, a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. b. What portfolio of the two stocks has the smallest possible volatility? a. Construct a portfolio with positive weights in both stocks and that has the same volatility as MEX alone. The portfolio of the two stocks that has the same volatility as Mex alone consists of % of Tex stock and % of Mex stock. (Round to one decimal place.)