Suppose Johnson & Johnson and the Walgreen Company have the expected retums and volatilities shown below, with a correlation of 21.8%. E[R] SD [R] Johnson & Johnson 72% 15.6% Walgreen Company 9.1% 19.3% For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate a. The expected return b. The volatility (standard deviation). a. The expected return The expected return of the portfolio is (%. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is % (Round to one decimal place.)