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 .18. 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.

Expected return	28.95	%
Standard deviation	28.95	%