Suppose there are two independent economic factors, My and M2. The risk-free rate is 5%, and all stocks have independent firm- specific components with a standard deviation of 44%. Portfolios A and B are both well diversified. Portfolio A B Beta on Mi 1.5 1.8 Beta on M2 1.9 -0.6 Expected Return (%) 34 12 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 + BP2