Use the table for the question(s) below. Suppose there are 2 independent economic factors, M1 and M2. The risk-free rate is 5% and all stocks have independent firmspecific components with a standard deviation of 25%. Portfolios A and B are both well diversified. Which of the following best represents the expected return-beta relation in this economy? E[return on asset P]=5%+[M1 of asset P]4%+[M2 of asset P]6% E[return on asset P]=5%+[M1 of asset P]10%+[M2 of asset P]4% None of the other answers are correct. E[return on asset P]=5%+[M1 of asset P]4%+[M2 of asset P]4% E[return on asset P] =5%+[M1 of asset P] 15%+[M2 of asset P]10%