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 .117 .24 .93 Firm B .133 .43 1.48 Firm C .114 .73 .28 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? multiple choice 1 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? multiple choice 2 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? multiple choice 3 Buy Sell PrevQuestion 4 of 5 Total4 of 5Visit question mapNext