You are going to invest in Asset J and Asset S$.$ Asset J has an expected return of $13$ percent and a standard deviation of $54$ percent. Asset S has an expected return of $10$ percent and a standard deviation of $19$ percent. The correlation between the two assets is $\mathrm{.}50.$ What are the standard deviation and expected return of the minimum variance portfolio? $($Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.$)$