You have been provided the following data on the securities of three firms, the market portfollo, and the risk-free asset: a. Fill in the missing values in the table. (Leave no cells blank - be certain to enter O wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Firm A Expected Return Standard Deviation Correlation* .119 22 Firm B .131 .41 Firm C -112 .75 .26 The market portfolio .12 .20 The risk-free asset .05 Beta .95 1.50 *With the market portfolio. b-1. According to the CAPM, what is the expected return of Firm A's stock? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b-2. What is your Investment recommendation for someone with a well-diversified portfolio? Sell Buy b-3. According to the CAPM, what is the expected return of Firm B's stock? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b-4. What is your Investment recommendation for someone with a well-diversified portfolio? Buy Sell b-5. According to the CAPM, what is the expected return of Firm C's stock? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b-6. What is your Investment recommendation for someone with a well-diversified portfolio? Sell Buy