Suppose there are two independent economic factors, Mand Ms. The risk-free rate is 4%, and all stocks have independent firm- specific components with a standard deviation of 41% Portfolios A and B are both well diversified. Portfolio Beta on 1.8 2.2 Beta on 2.3 -0.5 Expected Return 31 9 What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return-beta relationship EP) AP2