Suppose there are two independent economic factors, My and M2. The risk-free rate is 7%, and all stocks have independent firm-specific components with a standard deviation of 59%. Portfolios A and B are both well diversified. Portfolio Beta on Mi Beta on M2 A 1.7 2.4 2.5 -0.9 Expected Return (%) 38 11 B What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) X Answer is complete but not entirely correct. Expected return-beta relationship E(TP) = 7.00 % | + 5.03 X BP1 + 8.98 BP2