Question: Please answer entire question A-B. No need to show work. Thank you! Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities

Please answer entire question A-B. No need to show work. Thank

Please answer entire question A-B. No need to show work. Thank you!

Suppose Johnson \& Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, , with a correlation of 24%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that consists of a long position of $11,500 in Johnson \& Johnson and a short position of $2,500 in Walgreens. Data table (Click on the following icon in order to copy its contents into a spreadsheet.)

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