Suppose Biovail and Shoppers Drug Mart have expected returns and volatilities, as shown below, with a correlation of 22 %. Upper E left bracket Upper R right bracket SD left parenthesis Upper R right parenthesis Biovail 6 % 16 % Shoppers Drug Mart 10 % 21 % Calculate a, the expected return, and b, the volatility (standard deviation), of a portfolio that consists of a long position of$ 8 comma 000 in Biovail and a short position of $ 3 comma 000 in Shoppers Drug Mart. a. The expected return is nothing%. (Do not round until the final answer. Then round to two decimal places.) b. The volatility is nothing%. (Do not round until the final answer. Then round to one decimal place.