Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.2% EIRI SDIR! Johnson & Johnson 7.1% 16.3% Walgreen Company 9.9% 19.8% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return b. The volatility (standard deviation), a. The expected return The expected return of the portfolio is [%. (Round to one decimal place.) b. The volatility (standard deviation) The volatility of the portfolio is []%. (Round to ono decimal place.) Next