question attached

You have been provided with the following data about the securities of three firms, the market portfolio, and the risk-free asset: Correlation Security Expected Standard with the return deviation market Beta portfolio Firm A 0.10 0.31 ? (a) 0.85 Firm B 0.14 ?[b] 0.50 1.40 Firm C 0.16 0.65 0.35 ?(c) The market portfolio 0.12 0.20 ?(e) The risk-free asset 0.05 ?[f) ?(g) 7(h) A) Fill in the missing values in the table. Show your work. (10 marks) B) Is the stock of firm A correctly priced according to the CAPM? Firm B? Firm C? If these securities are not correctly priced, what is your investment recommendation for Someone with a well-diversified portfolio? (12 marks)