Expected Return Standard Deviation 13% 12% 16% 11% Johnson & Johnson Walgreens Boots Alliance Suppose Johnson & Johnson and Walgreen Boots Aliance have expected returns and volatilities shown here , with a correlation o 15%. Calculate the expected return and the volatility standard deviation of a portfolio consisting of Johnson & Johnson's and Walgreens' stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility. Using your graph, identify the range of Johnson & Johnson's portfolio weights that yield efficient combinations of the two stocks. Find the expected return and volatility of the portfolio consisting of 20% of Johnson & Johnson's stock and 80% of Walgreens' stock. The expected return of the portfolio is 1 % (Round to one decimal place.) The volatility (standard deviation) of the portfolio is% (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 30% of Johnson & Johnson's stock and 70% of Walgreens' stock. The expected return of the portfolio is | (Round to one decimal place.) The volatility (standard deviation) of the portfolio is[ % (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 40% of Johnson & Johnson's stock and 60% of Walgreens' stock. The expected return of the portfolio is | (Round to one decimal place.) The volatility (standard deviation) of the portfolio is % (Round to one decimal place ) Plot the expected portfolio return as a function of the portfolio volatility The correct graph depicting the expected portfolio return as a function of the portfolio volatility is: (Select the best choice below.) 13 12 Click to select your answer(s). SUIK) SUIHK) What is the approximate portfolio weight in Johnson &Johnson's stock that yields an efficient combination of the two stocks? The approximate portfolio weight in Johnson & Johnson's stock to yield an efficient combination of the two stocks is % Round to the nearest whole percent.) Expected Return Standard Deviation 13% 12% 16% 11% Johnson & Johnson Walgreens Boots Alliance Suppose Johnson & Johnson and Walgreen Boots Aliance have expected returns and volatilities shown here , with a correlation o 15%. Calculate the expected return and the volatility standard deviation of a portfolio consisting of Johnson & Johnson's and Walgreens' stocks using a wide range of portfolio weights. Plot the expected portfolio return as a function of the portfolio volatility. Using your graph, identify the range of Johnson & Johnson's portfolio weights that yield efficient combinations of the two stocks. Find the expected return and volatility of the portfolio consisting of 20% of Johnson & Johnson's stock and 80% of Walgreens' stock. The expected return of the portfolio is 1 % (Round to one decimal place.) The volatility (standard deviation) of the portfolio is% (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 30% of Johnson & Johnson's stock and 70% of Walgreens' stock. The expected return of the portfolio is | (Round to one decimal place.) The volatility (standard deviation) of the portfolio is[ % (Round to one decimal place) Find the expected return and volatility of the portfolio consisting of 40% of Johnson & Johnson's stock and 60% of Walgreens' stock. The expected return of the portfolio is | (Round to one decimal place.) The volatility (standard deviation) of the portfolio is % (Round to one decimal place ) Plot the expected portfolio return as a function of the portfolio volatility The correct graph depicting the expected portfolio return as a function of the portfolio volatility is: (Select the best choice below.) 13 12 Click to select your answer(s). SUIK) SUIHK) What is the approximate portfolio weight in Johnson &Johnson's stock that yields an efficient combination of the two stocks? The approximate portfolio weight in Johnson & Johnson's stock to yield an efficient combination of the two stocks is % Round to the nearest whole percent.)