' Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 22%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreens' stock. a. Calculate the expected return. The expected return is %. (Round to one decimal place.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Standard Deviation Johnson & Johnson Walgreens Boots Alliance Expected Return 7.0% 10.0% Print Done 16.0% 20.0% -