Suppose that there are two independent economic factors, F, and F2. The risk-free rate is 3.30%, and all stocks have independent firm-specific components with a standard deviation of 45%. Portfolios A and B are both well diversified with the following properties: Portfolio Beta on F Beta of F2 Expected return 1.3 1.7 29% B 2.2 -0.2 24% According to the APT, what is the expected return-beta relationship in this economy