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. Required: a. Calculate the average rate of return and standard deviation of the "Excess returns" after a continuous compounding transformation was performed. (Do not round intermediate calculations. Round your answers to 2 decimal places.) d. What were the average return and standard deviation of the minimum-variance combination of stocks and bonds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) \begin{tabular}{|l|c|c|l|l|l|} \hline & Weights in Stocks & Weights in Bonds & Portfolio Mean & \multicolumn{2}{|l|}{ Portfolio Standard deviation } \\ \hline Minimum-Variance & 0.1938 & 0.8062 & & % & \\ \hline \end{tabular} 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. Required: a. Calculate the average rate of return and standard deviation of the "Excess returns" after a continuous compounding transformation was performed. (Do not round intermediate calculations. Round your answers to 2 decimal places.) d. What were the average return and standard deviation of the minimum-variance combination of stocks and bonds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) \begin{tabular}{|l|c|c|l|l|l|} \hline & Weights in Stocks & Weights in Bonds & Portfolio Mean & \multicolumn{2}{|l|}{ Portfolio Standard deviation } \\ \hline Minimum-Variance & 0.1938 & 0.8062 & & % & \\ \hline \end{tabular}