The historical data show that Small stocks Large stocks Average excess return 8.15% 6.2% Standard deviation 33% 20% Over the same period the average inflation rate is 3% and the T-bill rate is 3.5%. Which of the following statements is NOT correct? Multiple Choice The average return of the large-stock portfolio is 9.7% The large porfolio has an average return of 9.2%. The average return of the small-stock portfolio is 11.65%. The small-stock portfolio has return in excess of T-bill by 8.15 percentage point on average