6 Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 25 percent, and Stock I, an international company, with an expected return of 6 percent and standard deviation of 16 percent. The correlation between the two stocks is - 14. What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.) 2 points eBook 1.7709 Weight of Stock D Weight of Stock Print References