Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities sh and volatilities shown below , with a tha correlation of 22 . 4 % EIRI SD IRI Johnson & Johnson 7.7 % 16 70 % Walgreen Company 10.6% 20.40% 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 )