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(Solved): a. Given the foliowing hoding-period roturns, compule the werago cotums and the standard deviations ...




a. Given the foliowing hoding-period roturns, compule the werago cotums and the standard deviations for the Suglta Corporatio
a. Given the foliowing hoding-period roturns, compule the werago cotums and the standard deviations for the Suglta Corporation and for the makket b. H Sug tais beta is 1.75 and the riak-lree rate is 7 percent, what would be an expected retum for an investor owning Sugta? (NNote: Because the proceding returns are based on monthly data. you c. How doos Sugta's historical average retum compare wth the retum you should expect based on the Capital Asset Pricing Model and the fimmis systematie risk? a. Given the holdro-penod tetums shown in the table, the average monthly retum for the Sugta Corporaton is Ih. (Round to three decimul placea.) The standard deviation for the Sugita Corpontion is 14. (Round to two decimal places.) Given the holding-period retums shown in the table, the averege monthly retum for the market is \& (Round to three decimal plices) The standard deviabon for the market is \%. (Round to two decimal places.) b. If Sugitais beta ia 1.75 and the risk.free rale is 7 percent, the expected rehum for an investor owning Sugian in 6. (Round to two decimal places) The averagd anntai Natorical roturn lor Sugia is N. (Round to two decimal places) c. How dees Sugta's histarical average retuen comparo whth the retum you should expect based on the capital asset peicing model and the firmis sysiematic risk? (\$Select from the drog-down menia) Sugta's histancal average rotum is The retum based on the capital antet prioing model and the frmis systematio risk Data table


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