Data table 1 8% 3% 2 5 3 3 2 U 4 2 3 5 B 4 2 1 (CHck on the icon Q1 in order to copy its contents into a spreadsheet.) [CAPM and expected returns) 3. Given the followmg holding-period returns, a , compute the average returns and the standard deviations for the Zemin Corporation and for the market, b. It Zemin's beta is 19? and the risk-free rate is 6 percent, what would be an expected return for an investor owning Zemin? (Note: Because the preceding returns are based on monthiy data, you will need to annualize the returns to make them comparable with the riskefree rate. For sampliCIty, 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 rm's systematic risk? 3. 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 holdingperiod returns shown in the tabie' the average monthly return for the market is %, (Round to three decimal places ) The standard deviation tor the market is \"A: (Round to two decimal places) b. leemin's beta is 197 and the risk-free rate is 6 percent the expected return for an investor owning Zemin is \"A: (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 rm's systematic risk? (Select from the drop-down menu ) Zemin's historical average return is 'V the return based on the capital asset pricing model and the firm's systematic nsk