$($CAPM and expected returns$)$

a$.$ Given the following holding$-$period returns, $$ compute the average returns and the standard deviations for the Zemin Corporation and for the market.

b$.$ If Zemin's beta is $1\mathrm{.}47$ and the risk$-$free rate is $9$ percent, what would be an expected return for an investor owning Zemin? $($Note: Because the preceding returns are based on monthly data, you will need to annualize the returns to make them comparable with the risk$-$free rate. For simplicity, you can convert from monthly to yearly returns by multiplying the average monthly returns by $12.)$

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?

a$.$ Given the holding$-$period returns shown in the table, the average monthly return for the Zemin Corporation is $3\mathrm{.}00\%.($Round to two decimal places$)$

The standard deviation for the Zemin Corporation is $2\mathrm{.}76\%.($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.$)$

Data table

$\backslash$table$[[$Month$,$Zemin Corp.,Market$],[1,5\%,5\%$