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.

*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?

\begin{tabular}{|l|r|r|r|r|} \hline \multicolumn{1}{|c|}{ Security } & \multicolumn{1}{c|}{ExpectedReturn} & StandardDeviation & Correlation* & \multicolumn{1}{c|}{ Beta } \\ \hline Firm A & 0.103 & 0.34 & & 0.82 \\ \hline Firm B & 0.143 & & 0.53 & 1.37 \\ \hline Firm C & 0.163 & 0.62 & 0.38 & \\ \hline The market portfolio & 0.12 & 0.20 & & \\ \hline The risk-free asset & 0.05 & & & \\ \hline \end{tabular} \begin{tabular}{|l|r|r|r|r|} \hline \multicolumn{1}{|c|}{ Security } & \multicolumn{1}{c|}{ExpectedReturn} & StandardDeviation & Correlation* & \multicolumn{1}{c|}{ Beta } \\ \hline Firm A & 0.103 & 0.34 & & 0.82 \\ \hline Firm B & 0.143 & & 0.53 & 1.37 \\ \hline Firm C & 0.163 & 0.62 & 0.38 & \\ \hline The market portfolio & 0.12 & 0.20 & & \\ \hline The risk-free asset & 0.05 & & & \\ \hline \end{tabular}