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You currently hold a portfolio of three stocks, Delta, Gamma, and Omega. Delta has a volatility of 38%, Gamma has a volatility of 26%, and

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You currently hold a portfolio of three stocks, Delta, Gamma, and Omega. Delta has a volatility of 38%, Gamma has a volatility of 26%, and Omega has a volatility of 47%. Suppose you invest 80% of your money in Delta, and 10% 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

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