a Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.7% ER] SD R] Johnson & Johnson 7.1% 15.1% Walgreen Company 10.3% 20.8% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return b. The volatility (standard deviation). a. The expected return The expected return of the portfolio is 1%. (Round to one decimal place.) b. The volatility (standard deviation). The volatility portfo is % (Round to one decimal place.)