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$.,32\mathrm{.}16.)$

$\backslash$table$[[$Security$,$Expected Return,Standard Deviation,Correlation ${?}^{**},$Beta$],[$Firm A$,0\mathrm{.}119,0\mathrm{.}22,,0\mathrm{.}95],[$Firm B$,0\mathrm{.}131,,0\mathrm{.}41,1\mathrm{.}50],[$Firm C$,0\mathrm{.}112,,0\mathrm{.}26,],[$The market portfolio,$0\mathrm{.}12,0\mathrm{.}75,,],[$The risk$-$free asset,$0\mathrm{.}05,,0\mathrm{.}19,]]$

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$.,32\mathrm{.}16.)$

Expected retum

$\%$