Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1% E[R] 7.5% 9.5% SD [R] 16.9% Johnson & Johnson Walgreen Company 19.7% 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. 21 The expected return of the portfolio is %. (Round to one decimal place.) b. The volatility (standard deviation). 21 om The volatility of the portfolio is % (Round to one decimal place.)