$($CAPM and expected$$ returns$)$

a$.$Given the following$$ holding$-$period returns, LOADING...$,$ compute the average returns and the standard deviations for the Zemin Corporation and for the market.

b$.$If$$ Zemin's beta is $1\mathrm{.}57$ and the$$ risk$-$free rate is $9$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?Data table