Suppose Johnson & Jhnson and Wa reen Boots Aliance have expected returns and volatites shown here, with a coreanon of 20% Calatate the portfolio consisting of Johnson&Johnson's and Walgreons' stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility Using your graph, identfy the range of egece d ream and tveally (sida d deironia Johnson & Johnson's portolo weights that yield efficient combinations of the two stocks Find the expected retum and volatiity ofte portfolio consisting of 50% of Johnson &Johnson's shock and 50%(, wares, stock The expected return of the portfolio is(Round to one decimal pla The volatility (standard deviation) ofthe portfolios( %, found to Find the expected return and volatility of the portfolio consisting of 60 The expected return of the portio is%Round bo one deomal kdo a spreadsheet) The volatiity (standard deviation) of the portfolio is%. (Round to Fed the expected return and voiatity of the portolo consisting of 70% ! waleeens Boots Alance The expected retum of the portfolo is% (Round to one decimal The volabiity (standard deviation) of the portfolo is Plot the expected portfolo retum as a function of the portfolio volatity The cormect graph depicting the expected portfolio return as a function of the portfolio volabity is: (Select the best choice below) Data Table Click on the ioon located on the top-right comer of the data table below in order to copy its contents Expected Return Standard Deviation 18% 21% Johnson & Johnson 9% Print Done O% (Round to orL . Find the expected return and volatility of the portfolio consisting of 50% of Johnson & Johnson's stock and 50% of Walgreens' stock. The expected return of the portfolio is 96. (Round to one decimal place.) The volatility (standard deviation of the portfolio is % (Round to one decimal place.) Find the expected return and volatility of the portfolio consisting of 60% of Johnson & Johnson's stock and 40% of Walgreens' stock. The expected return of the portfolio is %. (Round to one decimal place.) The volatility (standard deviation of the portfolio is % (Round to one decimal place. Find the expected return and volatility of the portfolio consisting of 70% of Johnson & Johnson's stock and 30% of Walgreens' stock. The expected return of the portfolio is %. (Round to one decimal place.) The volatility standard deviation) of the portfolio is 1% (Round to one decimal place. Plot the expected portfolio return as a function of the portfolio volatility. The correct graph depicting the expected portfolio return as a function of the portfolio volatility is: (Select the best choice below.) O A Click to select your answer(s). ppose Jo nson & Johnson and Walgreen Boots Aliance have expected returns and volatites shown her .: wth a cor elaton of 20% Calculate the expected return and te volatity (standard devator) of a portolio consisting of Johnson&Johnson's and Walgreens' stocks using a wide range of portfolio weights. Plot the expected portolio return as a function of the portfolio volatility Using your graph, idenily the range of Johnson & Johnson's portfolio weights that yieild eficient combinations of the two stocks 10. 16.95 14 45 SDIR) SDIR What is the approximate portfolio weight in Johnson& Johnson's stock that yields an elicient combination of the two stocks? The acproximate portfolio weight in Johnson& Johnson's stock to vield an efficient combination of the two stocks is % Round to the nearest whole percent