Question: Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that consists of a long position of $10,000 in Johnson &

Calculate (a) the expected return and (b) the volatility (standard deviation) of a that consists of a long position of $10,000 in Johnson & Johnson and a short position of $2000 inWalgreen€™s.

Johnson & Johnson Walgreen Company Expected Return 7% 10% Standard Deviation 16% 2000

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