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 volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreens' stock. X Data Table (Click on the icon located on the top-right cormer of the data table below in order to copy its contents into a spreadsheet.) Standard Deviation Expected Return 6.9% Johnson & Johnson 14.7% Walgreens Boots Alliance 9.4% 21.9%