You have been provided the following data on the securities of three firms and the market:

Security	E[Rj]	sj	rjM	bj
Firm A	0.13	.12	?	.90
Firm B	0.16	?	0.40	1.10
Firm C	0.25	0.24	0.75	?
Market	0.15	0.10	1	1
Risk-free	0.05	0	0	0

Assume the CAPM holds true.

Fill in the missing values in the table.

What is your investment recommendation on each asset? Buy or sell?

Suppose that you are currently holding a portfolio consisting of Firm B only. If you increase your portfolio weight on Firm B by 0.2 (or 20%) and borrow the needed money at the risk-free rate, what will be the new standard deviation of your portfolio?