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You have been provided the following data about the securities of three firms, the market portfolio, and the risk - free asset: a . Fill

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. Round the final answers to 2 decimal places.)
Security Expected Return Standard Deviation Correlation* Beta
Firm A 0.100.31
0.85
Firm B 0.14
0.501.40
Firm C 0.160.650.35
The market portfolio 0.120.20
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. Round the final answer to 2 decimal places.)
Expected return
11
%
b-2. What is your investment recommendation for someone with a well-diversified portfolio?
multiple choice 1
Sell
Buy
b-3. What is the expected return of Firm B?(Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g.,32.16))
Expected return
14
%
b-4. What is your investment recommendation 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. Round the final answer to 2 decimal places.)
Expected return
7.75
%
b-6. What is your investment recommendation for someone with a well-diversified portfolio?
multiple choice 3
Sell
Buy

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