Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.5 %. Upper E left bracket Upper R right bracket SD left bracket Upper R right bracket Johnson & Johnson 7.4 % 16.8 % Walgreen Company 10.1 % 19.8 % 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).