Question: c. How does Zemin's historical average return compare with the return you believe you should expect based on the capital asset pricing model and the


c. How does Zemin's historical average return compare with the return you believe you should expect based on the capital asset pricing model and the firm's systematic risk? Data table a. Given the holding-period returns shown in the table, the average monthly return for the Zemin Corporation is \%. (Round to two decimal places.) The standard deviation for the Zemin Corporation is %. (Round to two decimal places.) Given the holding-period returns shown in the table, the average monthly return for the market is %. (Round to three decimal places.) The standard deviation for the market is %. (Round to two decimal places.) b. If Zemin's beta is 1.42 and the risk-free rate is 6 percent, the expected return for an investor owning Zemin is \%. (Round to two decimal places.) The average annual historical return for Zemin is %. (Round to two decimal places.) c. How does Zemin's historical average return compare with the return you believe you should expect based on the capital asset pricing model and the firm's systematic risk? (Select from the drop-down menu.) Zemin's historical average return is the return based on the capital asset pricing model and the firm's systematic risk
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