Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.5%. Upper E left bracket Upper R right bracketE [R] SD left bracket Upper R right bracketSD [R] Johnson & Johnson 6.1% 15.1% Walgreen Company 10.8% 19.6% 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).