6.7% Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9% ER SDIRI Johnson & Johnson 16.6% Walgreen Company 9.1% 19.8% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return The expected return of the portfolio is % (Round to one decimai place.) b. The Volatility (standard deviation), The volatility of the portfolio is (Round to one decimal place.) Enter your answer in each of the answer boxes