Please solve for all parts and questions (a-c) being asked in the problem. Please show all work and steps.

Note* If you already answered the question in a previous post please don't answer it again as the answer was incorrect.

(CAPM and expected returns) a. Given the following holding-period returns, , compute the average returns and the standard deviations for the Zemin Corporation and for the market. b. If Zemin's beta is 0.98 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