Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.8% WITH ER] SD [R] Johnson & Johnson 72% 15.795 Walgreen Company 10.6% 19.5% 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 retum of the portfolio is % (Round to one decimal place) b. The volatility (standard deviation). The volatility of the portfolio is 1%. (Round to one decimal place.)