$($Related to Checkpoint $8\mathrm{.}3)($CAPM and expected returns$)$

a$.$ Given the following holding$-$period returns, $,$ compute the average returns and the standard deviations for the Sugita Corporation and for the market. 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 Sugita's historical average return compare with the return 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 Sugita Corporation is

$\%.($Round to three decimal places.$)$

Data table

$\backslash$table$[[,$Month,Sugita Corp.,Market$],[,1,2\mathrm{.}2\%,1\mathrm{.}2\%$