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You hold a portfolio of securities which have had the following annual returns: {5%, 10%, -11%, 0%, 22%, 9%}. What is the geometric mean of

You hold a portfolio of securities which have had the following annual returns: {5%, 10%, -11%, 0%, 22%, 9%}. What is the geometric mean of the returns? Select one: a. 5.348% b. 3.98% c. -1.239% d. 3.27% e. 4.82%

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