What is the expected returnbeta relationship in this, Financial Management

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What is the expected returnbeta relationship in this

Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 3%, and all stocks have independent firm-specific components with a standard deviation of 42%. The following are well-diversified portfolios:

Portfolio Beta on F1 Beta on F2 Expected Return

A 1.8 2.1 32%

B 2.7 –0.21 27%

What is the expected return–beta relationship in this economy?

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