Using the same data as for Problem $23,$ calculate the expected return and the volatility $($standard deviation$)$ of a portfolio consisting of Johnson & Johnson$$s and Walgreens$$ stocks using a wide range of portfolio weights. Plot the expected return as a function of the portfolio volatility.

Using your graph, identify the range of Johnson & Johnson$$s portfolio weights that yield eficient combinations of the two stocks, rounded to the nearest percentage point.For Problems $23-26,$ suppose Jobnson & Johnson and Walgreens Boots. Alliance have expected returns and volatilities shown below, with a correlation of $22\%.$