Consider two stocks, Stock D, with an expected return of 19 percent and a standard deviation of 35 percent, and Stock I, an international company, with an expected return of 10 percent and a standard deviation of 15 percent. The correlation between the two stocks is .04. 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. Omit the "%" sign in your response.)

Expected return	%
Standard deviation	%