Consider two stocks, Stock D, with an expected return of 20 percent and a standard deviation of 36 percent, and Stocklan international company, with an expected return of 6 percent and a standard deviation of 16 percent. The correlation between the two 6 stocks is -01 What is the weight of each stock in the minimum variance portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Weight of Stock D Weight of Stock