Use the data table to answer the questions.

(CAPM and expected returns) a. Given the following holding period returns compute the average returns and the standard deviations for the Zemin Corporation and for the market b. Zemin's beta is 1 22 and the risk free rate is 9 percent what viould be an expected return for an investor onning Zemun? (Note: Because the preceding reams are based on mothy data you will need to annuse the returns to make them comparable with the risk tree For simplicity, you can convert from monthly to yearby returns by multiplying the cape monthly retures by 12) c. How does Zemin's historical average retum compare with the return you beleve you should expect based on the capital asset peong model and the firm's systematic risk 2. Given the holdeo perod returns shown in the table, the rage morty return for the entin Corporation is 1 (Round to non decina slaces) 1 Data Table Month Zemin Corp Market 3 0 Pent Done Ert your answer CHA