For Problems 11.23-11.25, suppose Biovail and Shoppers Drug Mart have expected returns and volatilities shown below, with a correlation of 22%. E(R) SD(R) Biovail 7% 16% Shoppers Drug Mart 10% 20% 1. Problem 11.23 (p. 422) Calculate (a) the expected return, and (b) the volatility (standard deviation) of a portfolio that is equally invested in Biovail's and Shoppers Drug Mart's stock. 2. Problem 11.24 (p. 422) For the portfolio in Problem 11.23, if the correlation between Biovail's and Shoppers Drug Mart's stock were to increase, would the a. expected return of the portfolio rise or fall? b. volatility of the portfolio rise or fall