You can find a spreadsheet containing the historic returns presented in Table 5.2 on the text's website at www.mhhe.com/bkm. (Look for the link to Chapter 5 material.) Copy the data for the last 20 years into a new spreadsheet. Analyze the risk-return trade-off that would have characterized portfolios constructed from large stocks and long-term Treasury bonds over the last 20 years. What was the average rate of return and standard deviation of each asset? What was the correlation coefficient of their annual returns? What would have been the average return and standard deviation of portfolios with differing weights in the two assets? For example, consider weights in stocks starting at zero and incrementing by .10 up to a weight of 1. What was the average return and standard deviation of the minimum-variance combination of stocks and bonds?