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(CAPM and expected returns) 2. Given the following holding-period returns, compute the average returns and the standard deviations for the Zemin Corporation and for the

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(CAPM and expected returns) 2. Given the following holding-period returns, compute the average returns and the standard deviations for the Zemin Corporation and for the market. b. It Zemin's beta is 103 and the risk-free rate is 6 percent, what would be an expected return for an investor owning Zernin? (Note: Because the preceding retums 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 c. How doen Zomin's historical average ratum compare with the return you belleve you should expect based on the capital asset pricing model and the firm's systematic risk? a Given the holding-period returns shown in the table, the average monthly rotum for tho Zemin Corporation is 0% (Round to two decimal plocon.) Data Table Month 1 2 3 4 5 6 Zemin Corp 7% 2 2 4 4 Market 3% 4 2 Print Done Enter your answer in the answer box al man 6 parts remaining Clear All Check

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