Suppose Johnson & Johnson and the Walgreen Boots Alliance have expected returns and volatilities shown below, with a correlation of 25%. E[R] SD[R] Johnson & Johnson 8.0% 18.0% Walgreen 13.0% 21.0% Calculate (1.) the expected return and (2.) the volatility of a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock. (1., 2.) O (8.5%, 14.1%) O (9.7%, 14.1%) O (10.5%, 13.8%) O (10.5%, 15.4%) O (8.5%, 13.8%)