Calculate the expected return and the volatility (standard deviation) of a portfolio consisting of Johnson & Johnson's and Walgreens' stocks using a wide range of portfolio weights in increments of 5% Plot the expected return as a function of the portfolio volatility. Correlation is 0.22. Using your graph, identify the range of Johnson & Johnson's portfolio weights that yield efficient combinations of the two stocks, rounded to the E[R] SD[R] Johnson & Johnson 7% 16% Walgreen Company 10% 20%