Question: Answer A~B thank you Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1%.

Answer A~B thank you
Answer A~B thank you Suppose Johnson & Johnson and the Walgreen Company

Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.1%. ER 6.8% SD IR 15.2% Johnson & Johnson Walgreen Company 9.9% 19.7% 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.)

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