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I need the find part b and c can anyone help and please step by for b thank you. 6 of 10 (6 complete) ?
I need the find part b and c can anyone help and please step by for b thank you.
6 of 10 (6 complete) ? HW Score: 53.71%, 5.37 of 11 P8-11 (similar to) Question Help (CAPM and expected returns) Given the folowing holding period returns ? compute the average returns and the standard dev at ons for the Zemin C a ration min's beta is 1.32 and the risk-free rate is 6 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 r risk? eturn compare with the return you believe you should expect based on the capital asset pricing model and the firm's systematic Given the holding period returns shown in the table, the average monthly return for the Zemin Corporation is 67% Round to two decimal places The standard deviation for the Zemin Corporation is 3.14 %. Round to two decimal places) Given the holding period returns shown in the table the average monthly return for the market 2% Round to three decimal places The standard deviation for the market is 1 67 % dy (Round to two decimal places.) Enter your answer in the answer box and then click Check Answer. Final Check Clear AllStep by Step Solution
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