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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1% EIRI SD [R] Johnson

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Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1% EIRI SD [R] Johnson & Johnson 7.29 15.7% Walgreen Company 10.3% 19.8% Scoi 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)

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