Consider two stocks, Stock D$,$ with an expected return of $11$ percent and a standard deviation of $26$ percent, and Stock I, an

international company, with an expected return of $9$ percent and a standard deviation of $19$ percent. The correlation between the two

stocks is $-0\mathrm{.}12.$ What is the weight of each stock in the minimum variance portfolio?

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.

Weight of Stock D

Weight of Stock I