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Use the following data to answer questions 9 to 14. Based on the following data of General Electric traded on the NYSE and the market

Use the following data to answer questions 9 to 14.

Based on the following data of General Electric traded on the NYSE and the market benchmark S&P 500 index:

Year

X=

S&P 500 index returns (market)

Y = General Electric returns

2015

0.15

0.16

2016

0.14

0.16

2017

0.07

0.08

2018

-0.12

-0.15

2019

-0.10

-0.18

2020

0.19

0.18

2021

0.30

0.36

Compute the expected return (arithmetic mean) of the S&P500 (market) and the SAMPLE standard deviation of the S&P500 returns on the basis of historical returns.

(CHOOSE THE CLOSEST ANSWER).

Group of answer choices

E(r) = 0.1214 and (r) = 0.1274

E(r) = 0.1214 and (r) = 0.1476

E(r) = 0.0957 and (r) = 0.1971

E(r) = 0.0900 and (r) = 0.1532

E(r) = 0.1014 and (r) = 0.1611

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