Question1: a. Given the following holding period returns, compute the average retmms and .the standard deviations for the Sugi Corp. and for the market. Month Sug 1.8% -0.5 2.0 2.0 5.0 5.03.0 1.5% 1.0 0.0 2.0 4.0 If Sugi's beta is 1.8 and the risk free rate is 8%, what would be an appropriate required retmrn for an investor owning Sugi. (For simplicity you can convert frorm monthly to yearly returns by mutiplying the average mohthly re you calculated in part a by 12). G. Elow does Sugi's historical returm oompare with the return you believe to be a. fair return, given the fim's systematic risk? @) What does beta risk mean, (i) what is its relationship to the market zisk, in other words, how do you interpret Sugi's beta risk relative to the market? (ity What is the difference between the beta risk and the standard deviation you calculated in part a