You are going to invest in Asset J and Asset S$.$ Asset J has an expected return of $13\mathrm{.}6$ percent and a standard deviation of $54\mathrm{.}6$ percent. Asset $S$ has an expected return of $10\mathrm{.}6$ percent and a standard deviation of $19\mathrm{.}6$ percent. The correlation between the two assets is $0\mathrm{.}50.$ What are the standard deviation and expected return of the minimum variance portfolio?

Note: Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.

$\backslash$table$[[$Expected return,$\%$