The following table contains the historic returns from large stocks and longterm Treasury bonds over the last $20$ years. Aralyze the risk$-$return trade$-$off that would have characterized these portfoliof.

$\backslash$table$[[$Year$,$Large Stock,$\backslash$table$[[$Long$-$Term$],[$T$-$Bonds$]],$T$-$Bills$],[2000,-11\mathrm{.}71,14\mathrm{.}49,5\mathrm{.}89],[2001,-11\mathrm{.}42,4\mathrm{.}03,3\mathrm{.}78],[2002,-21\mathrm{.}13,14\mathrm{.}66,1\mathrm{.}63],[2003,31\mathrm{.}77,1\mathrm{.}28,1\mathrm{.}02],[2004,11\mathrm{.}92,5\mathrm{.}19,1\mathrm{.}20],[2005,6\mathrm{.}05,3\mathrm{.}10,2\mathrm{.}96],[2006,15\mathrm{.}39,2\mathrm{.}27,4\mathrm{.}79],[2007,5\mathrm{.}71,9\mathrm{.}64,4\mathrm{.}67],[2008,-36\mathrm{.}87,17\mathrm{.}67,1\mathrm{.}47],[2009,28\mathrm{.}36,-5\mathrm{.}83,0\mathrm{.}10],[2010,17\mathrm{.}49,7\mathrm{.}45,0\mathrm{.}12],[2011,0\mathrm{.}48,16\mathrm{.}60,0\mathrm{.}04],[2012,16\mathrm{.}34,3\mathrm{.}59,0\mathrm{.}06],[2013,35\mathrm{.}23,-6\mathrm{.}90,0\mathrm{.}03],[2014,11\mathrm{.}72,10\mathrm{.}15,0\mathrm{.}02],[2015,\mathrm{.}0\mathrm{.}08,1\mathrm{.}07,0\mathrm{.}01],[2016,13\mathrm{.}49,0\mathrm{.}70,0\mathrm{.}1886],[2017,22\mathrm{.}29,2\mathrm{.}80,0\mathrm{.}7914],[2018,-5\mathrm{.}22,0\mathrm{.}04,1\mathrm{.}7066],[2019,30\mathrm{.}43,8\mathrm{.}2622,2\mathrm{.}15]]$

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.$)$

$\backslash$table$[[\backslash$table$[[$Weights in$],[$Stocks$]],\backslash$table$[[$Weights in$],[$Bonds$]],$Portfolio Mean,$\backslash$table$[[$Portfolio Standard$],[$deviation$]]],[0\mathrm{.}0,1,\%,\%$