Given the following returns over the past four years, compute the arithmetic mean (AM) rates of return. In Year 1, the return was 5%; in year 2, negative 10% (a loss); in year 3, 11% and in year 4, the return was negative 2% (a loss). A. AM = 4.000% B. AM = 1.000% C. AM = 0.692% D. AM = -1.000% E. AM = -4.000%