Suppose Biovail and Shoppers Drug Mart have expected returns and volatilities, as shown below, with a correlation of 24%. E [R] SD (R) Biovail 8% 16% Shoppers Drug Mart 9% 20% Calculate a, the expected return, and b, the volatility (standard deviation), of a portfolio that consists of a long position of in Biovail and a short position of in Shoppers Drug Mart