Savod The historical data show that Small stocks Large stocks Average excess return 8.15% 6.2% Standard deviation 3398 20% Over the same period the average inflation rate is 3% and the T-bill rate is 3.5% Which of the following statements is NOT correct? Multiple Choice The average return of the large-stock portfolio Is 9.7% The average return of the smallestock portfolio is 1165% The small-stock portfolio has return in excess of T-bilt by 8.15 percentage point on averag