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Consider two stocks, Stock D with an expected return of 16 percent and a standard deviation of 32 percent and Stock I, an international company,

Consider two stocks, Stock D with an expected return of 16 percent and a standard deviation of 32 percent and Stock I, an international company, with an expected return of 7 percent and a standard deviation of 12 percent. The correlation between the two stocks is -.01. 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

%

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