Suppose there are two independent economic factors, M, and My. The risk-free rate is 6%, and all stocks have independent firm- specific components with a standard deviation of 58%. Portfolios A and B are both well diversified. Portfolio Beta on mi 1.7 2.3 Beta on N2 2.4 -0.8 Expected Return (4) 37 10 What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected retum-beta relationship E(IP) - % + SP1 + BP2