Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio, Treasury bills, and inflation (as measured by the CPI). Year World Portfolio S&P 500 -0.08907 Small Stocks -0.50467 Corp Bonds 0.04321 Treasury Bills 0.04737 CPI 0.00746 1929 -0.07692 1930 -0.25257 -0.45583 0.06343 -0.22574 0.02347 - 0.06420 1931 -0.43858 - 0.50216 -0.02380 -0.39305 0.01023 -0.09235 1932 -0.08861 0.08696 0.12198 0.03030 0.00806 -0.10465 1933 0.52895 1.87200 0.05255 0.66449 0.00293 0.00974 1934 -0.02341 0.25209 0.09728 0.02552 0.00155 0.01286 1935 0.47208 0.64739 0.06860 0.22782 0.00165 0.03175 1936 0.32801 0.87508 0.06220 0.19283 0.00175 0.01231 1937 - 0.53403 0.02546 -0.16950 0.00319 0.03040 -0.35258 0.33199 1938 0.04357 0.05614 0.00041 -0.02950 0.26275 0.00184 1939 -0.00910 0.04247 -0.01441 0.00008 0.00000 1940 - 0.10082 - 0.12340 0.04512 0.03528 -0.00058 0.00912 Given the data here, a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format. a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). The average return for the S&P 500 was (Round to five decimal places.)