Consider two stocks, Stock D, with an expected return of 17 percent and a standard deviation of 32 percent, and Stock I, an international company, with an expected return of 10 percent and a standard deviation of 20 percent. The correlation between the two stocks is -0.18. 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. 0.3347 Weight of Stock D Weight of Stock / 0.6653 X The stock of Bruin, Inc., has an expected return of 24 percent and a standard deviation of 37 percent. The stock of Wildcat Co. has an expected return of 11 percent and a standard deviation of 42 percent. The correlation between the two stocks is 0.42. Calculate the expected return and standard deviation of the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Answer is complete but not entirely correct. 16.82 X % Expected return Standard deviation X X 33.69 %