Suppose that there are two independent economic factors, F1 and 52. The risk-free rate is 8%, and all stocks have independent firm- specific components with a standard deviation of 48%. The following are well-diversified portfolios: Portfolio Beta on F1 Beta on F2 Expected Return 26% 21% B 2.3 2.9 2.4 -0.24 What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Arp % +(BP1x 1%) + (P2* %)