Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here,

$,$ with a correlation of $21\%.$ Calculate $($a$)$ the expected return and $($b$)$ the volatility $($standard

deviation$)$ of a portfolio that consists of a long position of $$9,500$ in Johnson & Johnson and a short position of $$3,000$ in Walgreens.

Data table