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The stock of Bruin, Inc., has an expected return of 16 percent and a standard deviation of 38 percent. The stock of Wildcat Co. has

The stock of Bruin, Inc., has an expected return of 16 percent and a standard deviation of 38 percent. The stock of Wildcat Co. has an expected return of 13 percent and a standard deviation of 53 percent. The correlation between the two stocks is .20. 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. Omit the "%" sign in your response.)

Expected return __%

Standard deviation __ %

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