Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.2% ER] SD R] Johnson & Johnson 6.6% 15.9% Walgreen Company 10.9% 20.2% 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). 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.)