Suppose Johnson \& johnson and the Walgreens Boots Alliance have the expected returns and volatilities shown here, , with a correlation of 57%. For a portfolio that is equally invested in Johnson \& johnson's and Walgreens' stock, calculate: a. The expected return. b. The volatility (standard deviation). a. Calculate the expected return. The expected return of the portfolio is \%. (Round to two decimal places.) b. Calculate the volatility (standard deviation). The volatility (standard deviation) of the portfolio is %. (Round to two decimal places.)