Answer:
Holding other factors constant, a stock portfolio has more volatility when its individual stock volatilities are high and its individual stock returns have high correlations.
Step-by-step explanation:
In Modern Portfolio Theory (MPT), the individual behavior of each investment is viewed and evaluated based on how it affects the overall portfolio's risk and return. For this particular case, all individual stock volatilities are high, which means the overall portfolio volatility is high as there is no diversification. Adding to that, having highly correlated stock return increases the volatility of the portfolio even more, as there is a higher chance of them all declining at once.