The following table contains the historic returns from large stocks and long-term Treasury bonds over the last 20 years. Analyze the risk-return trade-off that would have characterized these portfolios.

Year	Large Stock	Long-Term T-Bonds	T-Bills
1997	31.33	11.312	5.26
1998	24.27	13.094	4.86
1999	24.89	-8.4734	4.68
2000	-10.82	14.4891	5.89
2001	-11.00	4.0302	3.78
2002	-21.28	14.6641	1.63
2003	31.76	1.2778	1.02
2004	11.89	5.1862	1.20
2005	6.17	3.1030	2.96
2006	15.37	2.2713	4.79
2007	5.50	9.6431	4.67
2008	-36.92	17.6664	1.47
2009	29.15	-5.8278	0.10
2010	17.80	7.4457	0.12
2011	1.01	16.6015	0.04
2012	16.07	3.5862	0.06
2013	35.18	-6.9025	0.03
2014	11.37	10.1512	0.02
2015	-0.19	1.0665	0.01
2016	13.41	0.7039	0.19

a. Calculate the average rate of return and standard deviation of the "Excess returns" after a continuous compounding transformation was performed. (Round your answers to 2 decimal places.)

Weights in		Portfolio
Stocks	Bonds	Mean		Standard deviation
0.0	1		%		%
0.1	0.9		%		%
0.2	0.8		%		%
0.3	0.7		%		%
0.4	0.6		%		%
0.5	0.5		%		%
0.6	0.4		%		%
0.7	0.3		%		%
0.8	0.2		%		%
0.9	0.1		%		%
1.0	0		%		%

d. What was the average return and standard deviation of the minimum-variance combination of stocks and bonds? (Round your answers to 2 decimal places.)