Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 22.5%. E[R] SD [R] Johnson & Johnson 6.3% 16.2% Walgreen Company 9.3% 19.7% 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.)