Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 228% ER SDRI Johnson & Johnson 6.29 16.1% Walgreen Company 10.8% 19.4% 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.) Enter your answer in each of the answer boxes