Question: 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.


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? \begin{tabular}{ccc} Month & Sugita Corp. & Market \\ 1 & 2.4% & 1.0% \\ 2 & 1.0 & 2.0 \\ 3 & 0.0 & 1.0 \\ 4 & 0.0 & 0.0 \\ 5 & 4.0 & 5.0 \\ 6 & 4.0 & 2.0 \\ \hline \end{tabular}
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