Suppose your expectations regarding the stock price are as follows: Use the equations E(r)=p(s)r(s) and 2=p(s)[r(s)E(r)]2 to compute the mean and standard deviation of the HPR on stocks. (Do not round intermediate calculations. Round your answers to 2 decimal ploces.) Consider these long-term investment data: - The price of a 10 year $100 par value zero coupon inflation-indexed bond is $80,02. - A reatestate property is expected to yield 2% per quarter (nominal) with a SD of the (effective) quarterly rate of 10%. Compute the annual rate on the real (i.e., inflation-indexed) bond. (Do not round intermediate calculotions. Round your answer to 2 decimal places.)