Suppose Johnson & Johnson and the Walgreen Company have the expected retuns and volatilities shown below, with a correlation of 21.8%. SD [R 15.6% 19.7% Johnson & Johnson 75% 9.2% Walgreen Company 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 [ 7% (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is L (Round to one decimal place.)