(10 points, 5 points each) True or False. State whether the last sentence is true or false. No explanations are necessary; the grade will be based on the answer only. (a) A certain stock has an monthly volatility of 5% (i.e. o(Rt.t+1 month) = 5%.) The annual volatility of the stock should be approximately) 60%. (b) If the (regular) return for a stock is -10%, the log return will be approximately -9.531%