Suppose there are two independent economic factors, \\( M_{1} \\) and \\( M_{2} \\). The risk-free rate is \6, and all stocks have independent firmspecific components with a standard deviation of \42. Portfolios \\( A \\) and \\( B \\) are both well diversifled. Required: What is the expected retum-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.)