Sometimes these things can be contagious, though often new arrivals have several factors (i.e. young age, stress of moving to a new home, etc.) that make them more susceptible to respiratory infections and older, more settled pigs may have better immunity. That said, it will probably be less stressful for your new pig to travel with a friend to the vet and that way you can have both assessed at once, so I would probably take them both.