Question: Problem 11-29 Correlation and Beta You have been provided the following data about the securities of three firms, the market portfolio, and the risk-free asset:

 Problem 11-29 Correlation and Beta You have been provided the followingdata about the securities of three firms, the market portfolio, and therisk-free asset: a. Fill in the missing values in the table. (Leave

Problem 11-29 Correlation and Beta 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.) * With the market portfolio 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.) b- What is your investment recommendation regarding Firm A for someone with a well- 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.) b- What is your investment recommendation regarding Firm B for someone with a well- 4. diversified portfolio? Buy Sell 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.) b- What is your investment recommendation regarding Firm C for someone with a well- 6. 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.) b- What is your investment recommendation regarding Firm B for someone with a well- 4. diversified portfolio? Buy Sell 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.) b- What is your investment recommendation regarding Firm C for someone with a well- 6. diversified portfolio? Sell Buy

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