Suppose that there are two independent economic factors, Fi 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 B Beta on F1 1.7 2.6 Beta on F2 2.1 -0.21 Expected Return 31% 26% What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) P = ]% + (P1* 0%) + (BP2* 3%)