1. Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 26 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 43 percent. The correlation between the two stocks is -0.5. What is the weight of stock D in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

2. Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 16 percent and a standard deviation of 35 percent. The correlation between the two stocks is 0.1. What is the weight of stock D in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)