Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.6% Johnson & Johnson Walgreen Company E[R] 6.7% 9.5% SD [R] 15.8% 20.3% 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.)