4. Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 6%, and all stocks have independent firmspecific components with a standard deviation of 45%. The following are well-diversified portfolios: What is the expected return-beta relationship in this economy? 6. Assume that both portfolios A and B are well diversified, that E(rA)=12%, and E(rB)=9%. If the economy has only one factor, and A=1.2, whereas B=.8, what must be the risk-free rate