Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.4% E[RI SD [RI Johnson & Johnson 7.2% 16.5% Walgreen Company 10.1% 19 8% 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 retum of the portfolio is I % (Round to one decimal place) b. The volatilly (standard deviation) The volatility of the portfolio ls . Round to one decimal place)