please explain!

Relatsd to Chockpoint 83) (CAPM and expected returns) Given the following holding-period returns. compute the average rotums and the standard deviations for the Sugita Corporation and for the market If Sugita's beta is 0.91 and the risk-tree rate is 7 percent, what would be an expected return for an investor owning Supta? (Note. Because the preceding returns are based on honthiy data, you will need to annualize the retums to make them comparable with the risk-free rato For simplicity you can convert trom monithly to yearty retums by muliplying the verage monthly returns by 12 ) How does Sugra's historical average retum compare with the roturn you should expect based on the Capital Asset Pricing Model and the firmis systematic risk? Data table 5. (Round to three decimal places