You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset:

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.)

Security	Expected Return	Standard Deviation	Correlation*	Beta
Firm A	0.104	0.37		0.79
Firm B	0.146		0.56	1.34
Firm C	0.166	0.59	0.41
The market portfolio	0.12	0.23
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______%

B-2 What is your investment recommendation regarding Firm A for someone with a well-diversified portfolio? Sell or Buy

B-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 or 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-6 What is your investment recommendation regarding Firm C for someone with a well-diversified portfolio? Buy or Sell