need help working through this question, all parts needed. thank you.

(Related to Checkpoint s.3) (CAPM and expected returns) a. Given the following holding-period returns, , compute the average tetums and the standard deviations for the Sugita Corporation and for the market. b. If Sugita's beta is 1.49 and the rsk-free rale is 7 percent, what would be an expected retum for an investor owning Sugita? (Note: Because the preceding returns are based on monthy data, you wil need to annualize the refums to make them comparable with the fisk.free rate. For simplicity, you can convert from monthly to yoarly retums by multiplying the average monthly retums by 12) c. Mow does Sugita's hislorical averape retum compare with the retum 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 retuen for the Sugta Corporation is K. (Round to three decimal places) Data table