Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.3% ER 6.9% SD [R] 15.6% Johnson & Johnson Walgreen Company 9.1% 19.4% 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). Cm 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%. (Round to one decimal place.)