Suppose Johnson \& Johnson and the Walgreen Company have the expected returns and volatilities shown below. with a correlation of 22.9%. 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 portiolio is %. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is %. (Round to one decimal place.) Suppose Johnson \& Johnson and the Walgreen Company have the expected returns and volatilities shown below. with a correlation of 22.9%. 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 portiolio is %. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is %. (Round to one decimal place.)