Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.6% Johnson & Johnson Walgreen Company E[R] 7.5% 9.6% SD [R] 16.5% 20.8% 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 % (Round to one decimal place.)