Portfolio	Beta on M1	Beta on M2	Expected Return (%)
A	1.7	2.4	37
B	2.3	-0.8	10

Suppose there are two independent economic factors, M₁ 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.

Please find the "X" in each part of the equation.

Expected returnbeta relationship E(r_P) = X% + (X)_P1 + (X)_P2