a. Given the following holdingperiod returns, , compute the averago rotums and the standand doviabons for the Sugta Corporation and for the market. b. U Sugita' beta is 1,38 and the rink-froe rale is 6 percent, what would be an expected return for an investor owning sugita? (Notnc Bocause the preceding refluma are based on monthly data. you Wil need to annualize the retums to make them comparable with the risk-tee rate. For wimplicty, you can comvert from monthly to yearly returns by muthplying the average manthly redums by 12 .) c. How does Sugita's historical average retum compace with the refurn you should expoct basod on the Copital Asset Pricing Model and the firm's syslematie risk? a. Gen the holding-period retums shown in the table, the average moettly rotum tor the sugta Coperation is 6. (Round io three decimat piaces) The standard deviason for the sugha Corporaton is K. (Round to two docimal places) Civon the holding-period returns shown in the tabie, the average monesy rotum for the manket is If (hound to three docimul places) The standard deviation for the market is 4. (Round to wo decimal places.) b. It Sugtars beta is 138 and the risk.tree rate is 6 pereent, the expected retum for an investor caning Sugita is W. (Round to two decimal places.) The average annual historical return foe Sugita is (R. (Round so two decimal places.) c. Mow does Sugita's historical average return compare wath the refure you ahould expect based on the capital assot pricing model and the fimis systemate rak? (Solect thom the drop-doen Sugita's histonical average return is the retuen based on the cagital asset pricing model and the firm's aystamasc riak Data table