Suppose that there are two independent economic factors, F₁ and F₂. The risk-free rate is 4%, and all stocks have independent firm-specific components with a standard deviation of 41%. The following are well-diversified portfolios:

Portfolio	Beta on F1	Beta on F2	Expected Return
A	1.7	2.1	31%
B	2.6	0.21	26%

What is the expected returnbeta relationship in this economy? (Do not round intermediate calculations. Round your answers to two decimal places. Omit the "%" sign in your response.)

E(r_P) = % + (_P1 %) + (_P2 %)