Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 7%, and all stocks have independent firm-specific components with a standard deviation of 37%. Portfolios A and B are both well-diversified with the following properties:
Portfolio Beta on F1 Beta on F2 Expected Return
A 1.3 1.7 27 %
B 2.2 –0.17 24 %
1. What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to two decimal places. Omit the "%" sign in your response.)

Since opening night, attendance at play a has increased steadily, while attendance at play b first rose and then fell. equations modeling the daily attendance y at each play are shown below, where x is the number of days since opening night. on what day(s) was the attendance the same at both plays? what was the attendance? play a: y = 8x + 191 play b: y = -x^2 + 26x + 126 a. the attendance was never the same at both plays. b. the attendance was the same on day 5. the attendance was 231 at both plays on that day. c. the attendance was the same on day 13. the attendance was 295 at both plays on that day. d. the attendance was the same on days 5 and 13. the attendance at both plays on those days was 231 and 295 respectively.