For Problems 23-26, suppose Johnson & Johnson and the Walgreen Company have expected returns and volatilities shown below, with a correlation of 22%. Johnson & Johnson Walgreen Company E[R] 7% 10% SD[R] 16% 20% 11-23. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock. In this case, the portfolio weights are X, X.-0.50. From Eq. 11.3, 11-25. 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 & Johnson and a short position of S2000 in Walgreen's