Consider two stocks, Stock D, with an expected return of 13 percent and a standard deviation of 25 percent, and Stock 1, an international company, with an expected return of 6 percent and a 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.) Answer is complete but not entirely correct. Weight of Stock D 0.2932 Weight of Stock I 0.7068