Check my work 9 Suppose there are two independent economic factors, My and M2. The risk-free rate is 6%, and all stocks have independent firm-specific components with a standard deviation of 58%. Portfolios A and B are both well diversified. 0.5 points Portfolio Beta on M1 1.7 2.3 Beta on M2 2.4 -0.8 Expected Return (%) 37 10 B eBook 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(TP) = % + BP1 + BP2 Print References