(Related to Checkpoint 8.3) (CAPM and expected returns) 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.) The standard deviation for the Sugita Corporation is \%. (Round to two decimal places.) Given the holding-period returns shown in the table, the average monthly return for the market is %. (Round to three decimal places.) The standard deviation for the market is %. (Round to two decimal places.) b. If Sugita's beta is 1.17 and the risk-free rate is 7 percent, the expected return for an investor owning Sugita is %. (Round to two decimal places.) The average annual historical return for Sugita is %. (Round to two decimal places.) Sugita's historical average return is the return based on the capital asset pricing model and the firm's systematic risk. Data table decima s.) decimal