The following were the closing year-end prices of the Japanese stock market index, the Nikkei-225:

Year	N-225	Year	N-225	Year	N-225
1984	11,474	1993	17,417	2002	8,579
1985	13,011	1994	19,723	2003	10,667
1986	18,821	1995	19,868	2004	11,489
1987	22,957	1996	19,361	2005	16,111
1988	29,698	1997	15,259	2006	17,225
1989	38,916	1998	13,842	2007	15,308
1990	24,120	1999	18,934	2008	8,860
1991	22,984	2000	13,786	2009	10,546
1992	16,925	2001	10,335	2010	10,229

Assume that each historical rate of return was exactly one representative scenario (independent sample draw) that you can use to estimate the future. If a Japanese investor had purchased a mutual fund that imitated the Nikkei-225, what would her annual rates of return, compounded rate of return (from the end of 1984 to the end of 2010), average rate of return, and risk have been?