Suppose there are two independent economic factors. My and M2. The risk-free rate is 6%, and all stocks have independent firm- specific components with a standard deviation of 58%. Portfolios A and B are both well diversified. Portfolio Beta on Mi Beta on M2 Expected Return ($) 1.7 2.4 A B 2.3 -0.8 37 10 What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Answer is complete but not entirely correct. 6.00 1.54 Expected return bota relationhip (P) = BP: 83.00 BP2