Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, LOADING..., Expected Return Standard Deviation Johnson & Johnson 7.5% %14.6 Walgreens Boots Alliance 9.4% 20.4% with a correlation of 22% Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that consists of a long position of $12,000 in Johnson & Johnson and a short position of $2,500 in Walgreens.