For Problems 23-26, suppose Johnson & Johnson and the Walgreen Company have expected returns and volatilities shown below, with a correlation of 21%. Expected Retun Volatility Johnson & Johnson 6.9% 17.9% Walgreen 9,6% 21.6% 11-23. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock. 11-24. For the portfolio in Problem 23, if the correlation between Johnson & Johnson's and Walgreen's stock were to increase, a. Would the expected return of the portfolio rise or fall? b. Would the volatility of the portfolio rise or fall