Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 21%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson's and Walgreens' stock. a. Calculate the expected return. The expected return is%. (Round to one decimal place.) b. Calculate the volatility (standard deviation). The volatility is%. (Round to one decimal place.) Data table (Click on the following icon Johnson & Johnson Walgreens Boots Alliance order to copy its contents into a spreadsheet.) Expected Return 7.5% 10.3% Standard Deviation 17.4% 19.7% 1