Suppose there are two independent economic factors, M$1$ and M$2.$ The risk$-$free rate is $7\%,$ and all stocks have independent firm$-$specific components with a standard deviation of $43\%.$ Portfolios A and B are both well diversified.

Portfolio Beta on M$1$ Beta on M$2$ Expected Return $(\%)$

A $1\mathrm{.}52\mathrm{.}533$

B $2\mathrm{.}4-0\mathrm{.}511$

Required:

What is the expected return$$beta relationship in this economy?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.