Question: Please help calculate A and B Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of

 Please help calculate A and B Suppose Johnson & Johnson and

Please help calculate A and B

Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 20%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that consists of a long position of $8,500 in Johnson & Johnson and a short position of $2,500 in Walgreens. a. Calculate the expected return. The expected return is %. (Round to one decimal place.) - X Data table (Click on the icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Expected Return Standard Deviation Johnson & Johnson 7.7% 17.2% Walgreens Boots Alliance 10.1% 21.4% Print Done

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