solve for part b and c

a. Given the following holding-period returns, , compute the average returns and the standard deviations for the Zemin Corporation and for the market. b. IZemin's beta is 1.08 and the risk-tree rate is 6 percent, what would be an expected return for an imestor owning Zemin? (Nolec Because the preceding roturns are based on morthly data, you wit need to annualize the rebuns to make them comparable with the risk-tiee rate. For simplicity, you can convert from manthly to yearly foturns by multiplying the average monthly retums by 12 .) c. How does Zemin's historical average retum compare with the return you believe you should expect based on the capital asset pricing model and the fimis systematic risk? a. Given the holding-period returns shown in the table, the average monthly retum for the Zemin Corporation is 3.17%. (Round to two decimal places.) The standard deviation for the Zemin Corperation is 3.60%. (Round to two decimal places.) Given the holding-period rebarns shown in the table, the average monobly retum for the market is 1.67%. (Round to theee decimal places.) The standard deviation for the market is \%. (Round to two decimal places.) b. If Zemin's beta is 1.06 and the risk-free rale is 6 percent, the expected retum for an investor owning Zemin is K. (Round to two decimal places.) Data table