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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.6%. EIRI 75% 9.2% SD

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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.6%. EIRI 75% 9.2% SD [R 16.6% 19.1% Johnson & Johnson 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)

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