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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

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. I have the rest but not Firm C Beta.

Security Expected Return Standard Deviation Correlation* Beta
Firm A 0.102 0.33 0.44 0.83
Firm B 0.142 0.49 0.52 1.38
Firm C 0.162 0.63 0.37 ??
The market portfolio 0.12 0.19 1 1
The risk-free asset 0.05 0 0 0

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.) 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.) What is the expected return of Firm C?

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