Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 23%. 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. COD a. a. Calculate the expected retum. The expected retum is %. (Round to one decimal place.) - -X Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Expected Return Standard Deviation Johnson & Johnson 7.8% 15.5% Walgreens Boots Alliance 10.9% 20.4% Print Done