Consider two risky securities, A and B. A has an expected rate of return of 12.7% and a standard deviation of 15.0%. B has an expected rate of return of 6.8% and a standard deviation of 8.5%. Let G be the global minimum variance portfolio. The weights of A and B in the global minimum variance portfolio are 38% and 62% respectively. The coefficient of correlation between A and B is 0.55. Find the expected rate of return and risk of the global minimum variance portfolio, G.