Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.8%. E[R] s0 [F] Johnson & Johnson 6.3% 16.5% Walgreen Company 9.1% 20.1% 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 1%. (Round to one decimal place.) Enter your answer in each of the answer boxes. MacBo esc 000 000 F4 F3 F5