Question: Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 23%. Calculate (a) the expected return

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 consists of a long position of $11,500 in Johnson & Johnson and a short position of $1,500 in Walgreens. Part 1 a. Calculate the expected return. The expected return is enter your response here%. (Round to two decimal place.) b. The volatility (standard deviation)= ?

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