P 12-15 (similar to) Question Help o Suppose Johnson & Johnson and the Walgreen Company...

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P 12-15 (similar to) Question Help o Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correlation of 21.2%. E[R] SD [R] Johnson & Johnson 6.2% 15.8% Walgreen Company 10.4% 20.1% 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)

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