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 0.103 0.38 0.78 Firm B 0.147 0.57 1.33 Firm C 0.167 0.58 0.42 The market portfolio 0.12 0.20 The risk-free asset 0.05 *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 and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-2. What is your investment recommendation for someone with a well-diversified portfolio? b-3. According to the CAPM, what is the expected return of Firm B's stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-4. What is your investment recommendation for someone with a well-diversified portfolio? b-5. According to the CAPM, what is the expected return of Firm C's stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-6. What is your investment recommendation for someone with a well-diversified portfolio? b-1. Expected return % b-2. Buy/Sell b-3. Expected return % b-4. Buy/Sell b-5. Expected return % b-6. Buy/Sell