P 12-15 (similar to) Due Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 225% E[R] SDIRI Johnson & Johnson 6.3% 16.2% Walgreen Company 10.5% 20.1% 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.)