Suppose Johnson \& Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, , with a correlation of 20%. Calculate (a) the expected return and (b) the volati deviation) of a portfolio that consists of a long position of $8,000 in Johnson \& Johnson and a short position of $2,500 in Walgreens. a. Calculate the expected return. The expected return is %. (Round to one decimal place.) Data table (Click on the following icon pin in order to copy its contents into a spreadsheet.)