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.) * 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.) b-2. What is your investment recommendation regarding Firm A for someone with a well-diversified portfolio? multiple choice 1 Buy Sell 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.) b-4. What is your investment recommendation regarding Firm B for someone with a well-diversified portfolio? multiple choice 2 Sell Buy 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.) b-6. What is your investment recommendation regarding Firm C for someone with a well-diversified portfolio? multiple choice 3 Sell Buy

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.) Beta 0.86 1.41 Security Firm A Firm B Firm C The market portfolio The risk-free asset Expected Return Standard Deviation Correlation* 0.100 0.41 0.150 0.60 0.170 0.66 0.45 0.12 0.21 0.05