Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of

22.1 %

	E [R]	SD [R]
Johnson & Johnson	6.5 %	16.7%
Walgreen Company	10.3%	20.3%

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).