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 0 wherever required. Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Security Expected Return Standard Deviation Correlation* Beta Firm A .100 .41 .86 Firm B .150 .60 1.41 Firm C .170 .66 .45 The market portfolio .12 .20 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 b-2. What is your investment recommendation for someone with a well-diversified portfolio? Buy Sell 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? Sell Buy 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? Buy Sell I mainly need the correlation for firm A and the standard deviation for firm B and the beta for firm C. I also need the expected return for firm Cs stock and if I should buy or sell. There is one question on here that was the same but it was answered wrong and some stuff was missing for firm C.

Standard Deviation Correlation Beta 0.41 0.86 Security FirmA Firm B Firm The Market Portfolio The Risk-Free Asset Expected Return 0.1 0.15 0.17 0.6 0.45 0.66 0.2 0.05 Type here to search A . ( * 11:31 PME 1/29/2020 1