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Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns snd volatilities shown here, with a correlation of 15%. Calculete the expected retum and

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Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns snd volatilities shown here, with a correlation of 15%. Calculete the expected retum and the vo atlity (standard deviation of a pontollo consisting of Johnson & Johnson's and Walgreens stocks using a wide range of portfolio weighis. Plot the expected portfolio relumn 9e a function of the portfolio volalily. Using your greph, identify the range of Johnson & Johnson's portfolio weights that yielc ellicient combinations of the two stocks. Find the expected retum and volatility of the portollo consisting of 20% of Johnson & Johrson's stock and 90% of Walgreens' stock The expected return of the portfolio is%. {Round to be decimal place.) i Dala Table The volatility (standard deviation of the portfoto is %. (Rourd to one decimal place.) Find the expected retum end voletlity of the portiollo consisting of 30% of Johnson & Johnson's stock and 70% of Walgreene' stock. (Click on the following icon in order to copy its contents into a spreadsheet) The expected netum of the portfolo is % {Rourd to one decimal place.) Expected Retum Standard Deviation Johnson & Johnson 139. The volatility (stardard deviation of the portfolo is%. (Rourd to pne decimal place.) Walgreens Boots Alliance 128 11% Find the expected reluri and volatility of the portfolio consisting of 40% of Johnson & Johnson's slack and 80% of Walgreens' slock. Print Done The expected return of the portfolio is %. {Round to one decima place.) The volaniity (standard deviation of the portfolio is % (Rourd to one decimal place.) Plot the conected partfolio rcum as a function of the partfolio volatility The correct graph depicting the expected partfolio retum as a function of the portfolio volatility is: (Sek.ct the best choice below. OA. OB a

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