You have been provided with the following market data. Assuming that the CAPM and the SML hold, fill in the missing values (13 values needed) in the table:

Security	Expected Return	Std. Dev.	Correlation	Beta
A	20%	25%
B		18%	.3
C	18%		.75
D			.5	1
Market	14%	10%
Risk-free Rate	6%

Std. Dev.: Standard deviation of the security returns

Correlation: Correlation of return between the security and the market portfolio

Ri=Rf+(RmRf) i=M2(iM)=M2Cov(Ri,RM)