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 Long-Term onds 11.312 13.094 Year Large Stock 31. 33 -ills 1997 5. 26 4.86 4.68 5. 89 3. 78 1.63 1.02 1. 20 2.96 4. 79 4.67 1. 47 0.10 0.12 0.04 0.06 0.03 0.02 0.01 0.19 1998 24.27 1999 24.89 -8.4734 2000 -10.82 14. 4891 4.0302 14.6641 1. 2778 -11.00 21 31. 76 11.89 2001 2002 2003 2004 . 1862 3. 1030 2. 2713 9.6431 2005 2006 15, 37 2007 2008 17.6664 -5.8278 7.4457 16.6015 3.3 -6.9025 10.1512 1.0665 0.7039 2009 2010 2011 2012 2013 2014 2015 2016 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.) Weights in Portfolio Stocks Bonds Mean Standard deviation 0.2277 0.7723 Minimum-Variance