You are given the following set of data: Year HISTORICAL RATES OF RETURN NYSE Stock X - 26.5% - 16.0% 1 2 37.2 23.0 3 23.8 11.5 4 - 7.2 5.0 5 6.6 7.9 6 20.5 15.8 7 30.6 17.5 The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the questions below. X Open spreadsheet a. Use a spreadsheet (or a calculator with a linear regression function) to determine Stock X's beta coefficient. Do not round intermediate calculations. 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. Do not round intermediate calculations. Round your answers to two decimal places. % % Average return, Aug Standard deviation, o % % 1 C. Assume that the situation during Years 1 to 7 is expected to prevail in the future (i.e., f x = x,Average M = 7 M,Average 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? Do not round intermediate calculations. Round your answer to two decimal places. %