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.) Correlation* Beta Standard Deviation 0.28 Security Firm A Firm B Firm C The market portfolio The risk-free asset Expected Return 0.113 0.153 0.118 0.89 1.44 0.47 0.32 0.69 0.18 0.12 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? O 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? O Buy Sell