You are an investor and are constructing a portfolio consisting of two stocks. You are risk averse and wish to invest in the portfolio with the smallest variance. The standard deviation of the first stock is 12.85% and the standard deviation of the second stock is 13.70%. The correlation between the stocks is -5.00%. You are willing to short either stock so the weight of each stock may be larger than 1 or smaller than zero. What percentage of the minimum variance portfolio is in the first stock. Write as a percentage to two decimal places % What is the standard deviation of the minimum variance portfolio? Write as a percentage to two decimal places %