Suppose that there are two independent economic faciors, $F_1$ and $F_2.$ The risk$-$free rate is $6\%,$ and all stocks have independent firm$-$specific components with a standard deviation of $45\%.$ The following are well. diversified portfolios:

$\backslash$table$[[$Portfolio$,$Beta on $F_1,$Beta on $F_2,\backslash$table$[[$Expected$],[$Return$]]],[$A$,1\mathrm{.}5,2\mathrm{.}0,31\%$