Suppose there are two independent economic factors, My and M2. The risk-free rate is 4%, and all stocks have independent firm- specific components with a standard deviation of 53%. Portfolios A and B are both well diversified. Portfolio Expected Return (%) Beta on Mi 1.7 1.8 Beta on M2 1.9 -0.7 32 B 13 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 E(TP) = BP1 + C BP2