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The following sequence of period returns are provided: Period Return 1 -10.6% 2 -2.5% 3 -3.9% 4 0.0% 5 3.5% What is the geometric mean of the 5-period return series provided (rounded to one decimal place)? Select one: a. -3.0% b. -2.9% c. -2.8% O d. -2.7% e. None of the above