You are going to invest in Asset J and Asset S. Asset J has an expected return of 11 percent and a standard deviation of 52 percent. Asset S has an expected return of 8 percent and a standard deviation of 17 percent. The correlation between the two assets is .60. What are the standard deviation and expected return of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) % Standard deviation Expected return %