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.)

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.)

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