Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9%.

	E [R]	SD [R]
Johnson & Johnson	6.3%	15.9%
Walgreen Company	10.3%	20.4%

For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate:

a. The expected return. The expected return of the portfolio is___%

b. The volatility (standard deviation). The volatility of the portfolio is____%