Consider two stocks, Stock D, with an expected retum of 20 percent and a standard deviation of 36 percent, and Stock 1, an international company, with an expected return of 6 percent and a standard devlation of 16 percent: The correlation between the two stocks is -01 . What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate. calculations. Enter your answer as a percent rounded to 2 decimal places.)