Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 24% 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 13%. (Round to one decimal place.) b. Calculate the volatility (standard deviation). The volatility is %. (Round to one decimal place.) Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, with a correlation of 24% 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 13%. (Round to one decimal place.) b. Calculate the volatility (standard deviation). The volatility is %. (Round to one decimal place.)