Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below. with a correlation of 21.8%. Q A E[R] SD [R] Johnson & Johnson 6.1% 16.2% Walgreen Company 9.1% 19.6% 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.)