i Saved You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset: 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., 32.16.) Beta Security Firm A 0.85 Firm B 1.40 Expected Return Standard Deviation Correlation* 0.10 0.31 0.14 0.50 0.16 0.65 0.35 0.12 0.20 0.05 Firm C The market portfolio The risk-free asset b- What is the expected return of Firm A? (Do not round intermediate calculations and 1. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b. What is your investment recommendation regarding Firm A for someone with a well- 2. diversified portfolio? Sell Buy b. What is the expected return of Firm B? (Do not round intermediate calculations and 3. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return Prev 1 of 4 Next > D- wnat is your investment recommendation regaraing Firm B for someone with a well- 4. diversified portfolio? Sell Buy b- What is the expected return of Firm C? (Do not round intermediate calculations and 5. enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b- What is your investment recommendation regarding Firm C for someone with a well- 6. diversified portfolio? O Buy O Sell Prev 1 of 4 Next >