(Click on the following icon in order to copy its contents into a spreadsheet.) Suppose Johnson \& johnson and the Walgreens Boots Alliance have the expected returns and volatilities shown here, with a correlation of 20%. For a portfolio that is equally invested in Johnson \& johnson's and Walgreens' stock, calculate: a. The expected return. b. The volatility (standard deviation) a. Calculate the expected return. The expected retum of the portfolio is \%. (Round to two decimal places.)