Suppose there are two independent economic factors, M and M2. The risk-free rate is 6%, and all stocks have independent firm- specific components with a standard deviation of 50%. Portfolios A and Bare both well diversified, Portfolio Beta on My Beta on M2 Expected Return (%) 1.6 2.5 -0.7 10 40 B 2.4 What is the expected return-beto relationship in this economy? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Expected return-bota relationship (IP) - BP1. BP2