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Given the following holding-period returns. compute the average returns and the standard deviations for the Sugita Corporation and for the market If Sugita's beta is
Given the following holding-period returns. compute the average returns and the standard deviations for the Sugita Corporation and for the market If Sugita's beta is 1 % and the risk-free rate is 7 percent what would be an expected return for an investor owning Sugita? How does Sugita's historical average return compare with the return you should expect based on the Capital Asset Pricing Model and the firm's systematic risk? Given the holding-period returns shown in the table the average monthly return for the Sugita Corporation is %
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