You currently hold a portfolio of three stocks, Delta Gamma, and Omega Delta has a volatility of 20%, Gamma has a volatility of 46%, and Omega has a volatility of 48% Suppose you invest 60% of your money in Delta and 20% each in Gamma and Omega a. What is the highest possible volatility of your portfolio? b. If your portfolio has the volatility in (a), what can you conclude about the correlation between Delta and Omega? a. What is the highest possible volatility of your portfolio? The highest possible volatility of your portfolio is 30.8% (Round to one decimal place) b. If your portfolio has the volatility in (a), what can you conclude about the correlation between Delta and Omega? (Select the best choice below) O A. Correlation = 0 B. Correlation = 0.5 C. Correlation = 1 D. Correlation = -1