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 Buy Sell

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

Security Expected Return Standard Deviation Correlation* Beta Firm A 0.116 0.25 0.77 0.92 Firm B 0.134 0.70 0.44 1.47 Firm C 0.115 0.72 0.29 0.99 The market portfolio 0.12 0.21 1 1 The risk-free asset 0.05 0 0 0 Security Expected Return Standard Deviation Correlation* Beta Firm A 0.116 0.25 0.77 0.92 Firm B 0.134 0.70 0.44 1.47 Firm C 0.115 0.72 0.29 0.99 The market portfolio 0.12 0.21 1 1 The risk-free asset 0.05 0 0 0