Cannot figure how to correlation from information provided.

You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Round the final answers to 2 decimal places.) Expected Standard Security Return Deviation Correlation* Beta Firm A 0.10 0. 31 0. 85 Firm B 0. 14 0. 50 1. 40 Firm C 0. 16 0. 65 The market portfolio 0. 12 0. 20 The risk-free asset 0.0 *With the market portfolio b-1. What is the expected return of Firm A? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return % b-2. What is your investment recommendation for someone with a well-diversified portfolio? Buy Sell 32.16)) b-3. What is the expected return of Firm S? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., Expected return 7% b-4. What is your investment recommendation for someone with a well-diversified portfolio? Buy O Sell b-5. What is the expected return of Firm C? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Expected return b-6. What is your investment recommendation for someone with a well-diversified portfolio? Buy O sell Fellowes