An investor can design a risky portfolio based on two stocks, X and Y. Stock X has an expected return of 13% and a standard deviation of return of 15%. Stock Y has an expected return of 16% and a standard deviation of return of 19%. The correlation coefficient between the returns of X and Y is 0.15. The risk-free rate of return is 3%. Calculate the expected return and risk of the minimum-variance portfolio.

Group of answer choices

13.59% and 13.09%

14.09% and 12.59%

13.59% and 14.09%

14.09% and 13.09%

14.09% and 15.59%