Consider two stocks, Stock D with an expected return of 10 percent and a standard deviation of 25 percent and Stock I, an international company, with an expected return of 8 percent and a standard deviation of 18 percent. The correlation between the two stocks is -.11. What are the expected return and standard deviation of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

Expected return	%
Standard deviation	%