Business-Finance-Summer-1-2020-FINU-305-OT1 Homework: Chapter 11/12 Homework Save Score: 0 of 3 pts 15 of 20 (12 complete) HW Score: 48%, 24 of 50 pts P 12-15 (book/static) Question Help Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.0%. SD [R] Johnson & Johnson Walgreen Company E[R] 7.0% 10.0% 16.0% 20.0% 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 %. (Round to one decimal place.)