You have been provided the following data on 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 O wherever required. Do not round Intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Expected Return Security Standard Deviation Firm A .119 .22 Correlation 0.51 Beta .95 Firm B .131 0.48 .41 1.50 Firm C .112 .75 26 1.74 The market portfolio .12 .20 1 1 The risk-free asset .05 *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 11.86 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 15.5 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 17.18 b-6. What is your investment recommendation for someone with a well-diversified portfolio? Sell Buy