:Question Help Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.9%. Johnson & Johnson Walgreen Company E[R] 7.7% 9.3% SD [R] 16.1% 19.2% 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.) b. The volatility (standard deviation). The volatility of the portfolio is % (Round to one decimal place.) Enter your answer in each of the answer boxes. Save for Later