Check my Problem 7-33 (Algo) Suppose there are two independent economic factors, M, and M2. The risk-free rate is 6%, and all stocks mave independent firm-specific components with a standard deviation of 58%. Portfolios A and B are both well diversified. Portfolio A Beta on Mi 1.7 2.3 Beta on M2 2.4 -0.8 Expected Return (8) 37 10 Required: What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return-beta relationship E(rp) = 6.00 % + 0.04 BP1+ 0.10 Bp2