You are given the following set of data: HISTORICAL RATES OF RETURN Year NYSE -26.5% 37.2 23.8 Stock X -17.0% 23.0 11.5 3.0 10.6 19.8 16.4 4 6.6 20.5 30.6 6 a. Use a spreadsheet (or a calculator with a linear regression function) to determine Stock X's beta coefficient. Round your answer to two decimal places. Beta = b. Determine the arithmetic average rates of return for Stock X and the NYSE over the period given. Calculate the standard deviations of returns for both Stock X and the NYSE Round your answers to two decimal places. Stock X NYSE Average return, Aeg Standard deviation, c. Assume that the situation during Years 1 to 7 is expected to prevail in the future i e TX TX A e ag rM M A age and both Ox and bx in the future will equal their past values). Also assume that Stock X is in equilibrium that is, it plots on the Security Market Line. What is the risk-free rate? Round your answer to two decimal places