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 0.77 Security Firm A Firm B Firm C 1.32 Expected Return Standard Deviation 0.102 0.39 0.148 0.168 0.57 0.12 0.19 0.05 0.58 0.43 The market portfolio The risk-free asset * 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 % b- What is your investment recommendation regarding Firm A for someone with a well- 2. diversified portfolio? Sell OBuy 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? Buy Sell 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 Expected return % b- What is your investment recommendation regarding Firm C for someone with a well- 6. diversified portfolio? O Sell O Buy