Problem 11-17 Minimum Variance Portfolio (LO2, CFA4) Consider two stocks, Stock D, with an expected return of 21 percent and a standard deviation of 36 percent, and Stock I, an international company, with an expected return of 9 percent and a standard deviation of 24 percent. The correlation between the two stocks is - 22. What are the expected return and standard deviation of the minimum variance portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) % Expected return Standard deviation %