Question 4 (2 pts) You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: Security Expected Return Standard Deviation Beta Firm A stock Firm B stock Firm C stock The market portfolio The risk-free asset 0.10 0.14 0.16 0.12 0.05 0.31 (ii) 0.65 0.20 (vi) Correlation with the market portfolio (i) 0.50 0.35 (iv) (vii) 0.85 1.40 (iii) (viii) (1) Fill in the missing values in the table (i)-(viii). (1 pt.) (2) Is the stock of Firm A correctly priced according to the capital asset pricing model (CAPM)? What about the stock of Firm B and Firm C? (1 pt.)