Ches 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 Portfolio Beta on MyBeta on M2 Expected Return (%) A 1.7 2.4 37 B 2.3 -0.8 10 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 EP) - % + BP1+ AP2