This Question: 1 pt 1 of 10 (1 complete) ER Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21 2% SDIRI Johnson & Johnson 6.9% 16.3% Walgreen Company 10.5% 20.5% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate a. The expected return b. The volatility (standard deviation) Question Viewer a. The expected return The expected return of the portfolio is % (Round to one decimal place.) b. The volatility (standard deviation), The volatility of the portfolio is % (Round to one decimal place) Enter your answer in each of the answer boxes