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 and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlation* Firm A 0.113 0.28 Firm B 0.153 0.47 Firm C 0.118 0.69 0.32 The market portfolio 0.12 0.18 The risk-free asset 0.05 * With the market portfolio b-1. What is the expected return of Firm A? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % Beta 0.89 1.44 2. What is your investment recommendation regarding Firm A for someone with a well- diversified portfolio? O Buy O Sell -3. What is the expected return of Firm B? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b-4. What is your investment recommendation regarding Firm B 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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b-5. What is the expected return of Firm C? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b-6. What is your investment recommendation regarding Firm C for someone with a well- diversified portfolio? Buy O Sell