$($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 $1\mathrm{.}14$ 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

c$.$

the

Data table

ed on the capital asset pricing model and

a$.$

$\backslash$table$[[$Month$,$Zemin Corp.,Market$],[1,7\%,3\%$