Consider two stocks, Stock D with an expected return of 21 percent and a standard deviation of 36 percent and Stock I, an international company, with an expected return of 9 percent and a standard deviation of 24 percent. The correlation between the two stocks is -22. 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 % %

Consider two stocks, Stock D with an expected return of 21 percent and a standard deviation of 36 percent and Stock I, an international company, with an expected return of 9 percent and a standard deviation of 24 percent. The correlation between the two stocks is -.22 . 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.)