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.) Correlation* Beta 0.93 1.48 0.43 Security Firm A Firm B Firm C The market portfolio The risk-free asset Expected Return Standard Deviation 0.117 0.24 0.133 0.114 0.73 0.12 0.22 0.05 0.28 * With the market portfolio b- What is the expected return of Firm A? (Do not round intermediate calculations and 1. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return 1 % b- What is your investment recommendation regarding Firm A for someone with a well- 2. diversified portfolio? Buy Sell b- What is the expected return of Firm B? (Do not round intermediate calculations and 3. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b- What is your investment recommendation regarding Firm B for someone with a well- 4. diversified portfolio? Sell Buy b- What is the expected return of Firm C? (Do not round intermediate calculations and 5. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b- What is your investment recommendation regarding Firm C for someone with a well- 6. diversified portfolio? Sell Buy