6. Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, 1, with a correlation of 22%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreens' stock. a. Calculate the expected return. The expected return is %. (Round to one decimal place.) b. Calculate the volatility (standard deviation). The volatility is %. (Round to one decimal place.) 1: Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) Standard Deviation Expected Return 7.7% Johnson & Johnson Walgreens Boots Alliance 14.6% 20.7% 10.9%