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 following

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.) Beta 0.92 1.47 Security Firm A Firm B Firm The market portfolio The risk-free asset Expected Return Standard Deviation Correlation 0.116 0.251 0.134 0.44 0.115 0.72 0.29 0.12 0.21| 0.05

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