From a long-term sample using FRED data on the weekly returns on the Wilshire5000 and the NASDAQ100 stock market indices to find the following sample information on weekly returns:

Wilshire5000

Mean 0.25% Std. Dev. 1.75%

NASDAQ100

Mean 0.50% Std. Dev. 3.00%

CORR of 95%

Find the minimum-variance portfolio comprised of non-negative investments in these two indices. What are the corresponding expected return and standard deviation of this minimum-variance portfolio?