Suppose Stock A has a volatility of 60% while Stock B has a volatility of 25%

I like to use my calculator to solve these questions, but this one requires me to backtrack, and I can't seem to figure out how to dissect this question.

Suppose Stock A has a volatility of 60% while Stock B has a volatility of 25%. If the correlation between these stocks is 70%, what is the volatility of the following portfolios of Addison and Wesley: (a) 100% of Stock B, (b) 75% of Stock B and 25% of Stock A, and (c) 50% of Stock B and 50% of Stock A