Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of $22\mathrm{.}2\%.$

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.$)$