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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.9% EIR 35% 9.8% SD

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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.9% EIR 35% 9.8% SD IRI 16.3% 19.5% Johnson & Johnson Walgreen Company For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate a. The expected retum b. The volatility (standard deviation

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