Suppose there are two independent economic factors, M1 and M2. The risk-free rate is 5%, and all stocks have independent firm-specific components with a standard deviation of 56%. Portfolios A and B are both well diversified.

PORTFOLIO	Beta on M1	Beta on M2	Expected Return (%)
A	1.7	2.2	35
B	2.1	-0.8	8

What is the expected returnbeta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

Expected returnbeta relationship E(r_P) = ______% + ________P1 + _________P2