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The stock of Bruin, Inc., has an expected return of 20 percent and a standard deviation of 29 percent. The stock of Wildcat Co. has

The stock of Bruin, Inc., has an expected return of 20 percent and a standard deviation of 29 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 38 percent. The correlation between the two stocks is .38. Calculate the expected return and standard deviation of the minimum variance portfolio. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

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