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.]) Expected Return Standard Deviation Correlation* Security Firm A Firm B Beta 92 1.47 .25 116 134 115 12 05 72 .20 .29 irm The market portfolio The risk-free asset 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 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.) Expected return b-4 What is your investment recommendation regarding Firm 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.) Expected return b-6, What is your investment recommendation regarding Fim C for someone with a well-diversified portfolio? Buy Sell