Consider two stocks, Stock D, with an expected return of 11 percent and a standard deviation of 26 percent, and Stock I, an international company, with an expected return of 9 percent and a standard devation of 19 percent. The correlation between the two stocks is -0.12 . What is the weight of each stock in the minimum varlance portfolio? Note: Do not round intermediate calculations. Round your answers to 4 decimal places