Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9%. Johnson & Johnson Walgreen Company ER] 7.5% 9.2% SD [R] 15.7% 19.5% 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.)