d$)$ The return on the risk$-$free asset is $5\%.$ You are given the following information:

$\backslash$table$[[$Security$,$E$($R$)-\%,$SD $-\%,\backslash$table$[[$Correlation with$],[$Market portfolio$]],$Beta$],[$Firm A$,10,31,?,\mathrm{.}85],[$Firm B$,14,?,\mathrm{.}50,1\mathrm{.}40],[$Firm C$,16,65,\mathrm{.}35,?$