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.

* With the market portfolio

b-1.	What is the expected return of Firm A?

b-2.	What is the expected return of Firm B?

b-3.	What is the expected return of Firm C?

Security Expected Return Standard Deviation Correlation* Beta 0.21 Firm A 0.120 0.96 Firm B 0.130 040 1.51 Firm C 0.76 0.25 0.111 The market portfolio The risk-free asset 0.12 0.21 0.05