​(CAPM and expected​ returns) Month Zemin Corp. Market 1 7% 5% 2 4% 1% 3 0% 2% 4 -4% -1% 5

[answerhappygod]

​(CAPM and expected​ returns)
Month Zemin Corp.
Market
1 7% 5%
2 4% 1%
3 0% 2%
4 -4% -1%
5 4% 4%
6 2% 4%
A,Given the following​ holding-period returns,​, compute the
average returns and the standard deviations for the Zemin
Corporation and for the market.
b.If​ Zemin's beta is 0.93and the​ risk-free rate is 7​percent,
what would be an expected return for an investor owning​ Zemin? ​
(Note: Because the preceding returns are based on monthly​ data,
you will need to annualize the returns to 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​ Zemin's historical average return compare with the
return you believe you should expect based on the capital asset
pricing model and the​ firm's systematic​ risk?