Data table (Click on the following icon in order to copy its contents into a spreadsheet.) a. Given the holding-period returns shown in the popup window, compute the average returns and the standard deviations for the Zemin Corporation and for the market. b. If Zemin's beta is 1.21 and the risk-free rate is 9 percent, what would be an appropriate required return for an investor owning Zemin? (Note: Because the returns of Zemin Corporation are based on monthly data, you will need to annualize the returns to make them compatible 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 to be a fair return, given the firm's systematic risk? a. The average monthly return for the Zemin Corporation is \%. (Round to two decimal places.) The average monthly return for the market is \%. (Round to two decimal places.) The standard deviation for the Zemin Corporation is \%. (Round to two decimal places.) The standard deviation for the market is \%. (Round to two decimal places.) b. If Zemin's beta is 1.21 and the risk-free rate is 9 percent, an appropriate required return for an investor owning Zemin would be \%. (Round to two decimal places.) c. Given the stock's systematic risk, Zemin's historical return is what we would consider a fair return. (Select from the drop-down menu.)