Suppose that there are two independent economic factors, F$1$ and F$2.$ The risk$-$free rate is $6\%,$ and all stocks have independent firm$-$specific components with a standard deviation of $53\%.$ The following are well$-$diversified portfolios:

Portfolio Beta on F$1$ Beta on F$2$ Expected Return

A $1\mathrm{.}51\mathrm{.}931\%$

B $2\mathrm{.}50\mathrm{.}1928\%$

What is the expected return$$beta relationship in this economy? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

E$($rP$)=$

$\%+(\backslash$beta P$1\backslash$times

$\%)+(\backslash$beta P$2\backslash$times

$\%)$