Given the following returns and return relatives over the past four years, compute the arithmetic mean (AM) and geometric mean (GM) rates of return. Period Returns ti 0.05 t2 -0.10 3 0.11 ta 0.02 Select one: a. AM = 2.000%, GM = 1.704% b. AM = 7.000%, GM = 0.0692% C. AM = 1.000%, GM = 0.692% d. AM = 7.000%, GM = 1.010%