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$.,32\mathrm{.}16.)$

$\backslash$table$[[$Security$,$Expected Return,Standard Deviation,Correlation$*,$Beta$],[$Firm A$,0\mathrm{.}102,0\mathrm{.}33,,0\mathrm{.}83],[$Firm B$,0\mathrm{.}142,,0\mathrm{.}52,1\mathrm{.}38],[$Firm C$,0\mathrm{.}162,0\mathrm{.}63,0\mathrm{.}37,],[$The market portfolio,$0\mathrm{.}12,0\mathrm{.}19,,],[$The risk$-$free asset,$0\mathrm{.}05,,,]]$

With the market portfolio

b$-1.$ What is the expected return of Firm A$?($Do not round intermediate calculations and enter your answer as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$

$\backslash$table$[[$Expected return,$$