The stock of Bruin, Inc., has an expected return of 14 percent and a standard deviation of 42 percent. The stock of Wildcat Co. has an expected return of 12 percent and a standard deviation of 57 percent. The correlation between the two stocks is 0.25. Is it possible for there to be a minimum variance portfolio since the highest-return stock has the lowest standard deviation? If so, calculate the expected return and standard deviation of the minimum variance portfolio.