Suppose Johnson \& Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.3%. 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). 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 one decimal place.)