$2$d$)$ The return on the risk$-$free asset is $5\%.$ You are given the following information: SecurityE$($R$)-\%$SD$-\%$Correlation with Market portfolioBetaFirm A$1031?\mathrm{.}85$Firm B$14?\mathrm{.}501\mathrm{.}40$Firm C$1665\mathrm{.}35?$Market portfolio$122011$ i$)$ What is the correlation between security A and the market portfolio?ii$)$ What is the standard deviation of security B$?$iii$)$ What is the beta of security C$?$ Give an interpretation of its value.iv$)$ Is the stock of Firm A correctly priced according to the capital asset pricingmodel $($CAPM$)?$ What about the stock of Firm C$?$ If these securities are notcorrectly priced, what is your investment recommendation for someone with awell$-$diversified portfolio?