Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.7%.

	E [R]	SD [R]
Johnson & Johnson	6.8%	16.3%
Walgreen Company	10.4%	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