Suppose Johnsen \& Johnson and Wakgreen Boots Alliance have expected returns and volatilities shown here, With a correlation of 24%. Assume the porticlio is equally invested in these two stocks, If the correlation between Johnson \& Johnson's and Walgreens' stock were to increase, a. Would the expected raturn of the portfolio rise of fall? b. Would the volasility of the portlolio rise or fall? a. Would the expecied teturn of the portfolio rise of fal? (Select the best cheice below.) A. Fall. B. Remain the same. C. Rise. D. Cannot tell from the information provided: b. Would the volatility of the portalio rise of fall? (Select the best choice below) A. Cannet tell from the information provided. B. Romain the some. c. Fall, D. Rise. Would the expected return of the portfolio rise or fall? (Select the best choice below.) A. B. Data table c. D. (Click on the following icon in order to copy its contents into a spreadsheet.)