Suppose Biovail and Shoppers Drug Mart have expected retums and volatilities, as shown below, with a correlation of 20%. S D (R) ER 8% 11% Biovail Shoppers Drug Mart 14% 21% Calculate a, the expected return, and b, the volatility (standard deviation), of a portfolio that consists of a long position of $5,000 in Biovail and a short position of $1,000 in Shoppers Drug Mart. a. The expected return is %. (Do not round until the final answer. Then round to two decimal places.) b. The volatility is %. (Do not round until the final answer. Then round to one decimal place.)