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 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Expected Return Standard Deviation Correlation* Beta Security Firm A 0.116 0.25 0.92 Firm B 0.134 0.44 1.47 Firm C 0.115 0.72 0.29 The market portfolio 0.12 0.21 The risk-free asset 0.05 * With the market portfolio b- What is the expected return of Firm A? (Do not round intermediate calculations and 1. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b- What is your investment recommendation regarding Firm A for someone with a well- 2. diversified portfolio? Buy Sell b- What is the expected return of Firm B? (Do not round intermediate calculations and 3. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b- What is your investment recommendation regarding Firm B for someone with a well- 4. diversified portfolio? Buy Sell b- What is the expected return of Firm C? (Do not round intermediate calculations and 5. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b- What is your investment recommendation regarding Firm C for someone with a well- 6. diversified portfolio? Buy Sell