The Table Below Gives the Deviations of a Portfolio's Annual

Multiple Choice

The table below gives the deviations of a portfolio's annual total returns from its benchmark's annual returns, for a six-year period ending in Year 6. (See the Excel Data File.) The arithmetic mean return and median return are the closest to ________.

A) mean = -2.00% and median = -4.28%.
B) mean = -2.00% and median = -1.67%.
C) mean = -1.67% and median = -0.56%.
D) mean = -1.67% and median = 0.56%