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 is equally invested in Johnson & Johnson's and Walgreens' stock. ete a. Calculate the expected return The expected return is %. (Round to one decimal place.) cort b. Calculate the volatility (standard deviation) The volatility is %. (Round to one decimal place.) 1: 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.) Johnson & Johnson Walgreens Boots Alliance Expected Return 6.2% 9.5% Standard Deviation 17.6% 18.8%