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	0.35		0.81
Firm B	0.144		0.54	1.36
Firm C	0.164	0.61	0.39
The market portfolio	0.12	0.21
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%

What is the expected return of Firm B? Firm C?