Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.5% E [R] 7.9% 10.3% SD [R] 15.9% 19.7% Johnson & Johnson Walgreen Company h For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate a. The expected return. b. The volatilitv (standard deviation)