Two stocks are believed to satisfy the two-factor model

\[\begin{aligned}& r_{1}=a_{1}+2 f_{1}+f_{2} \\& r_{2}=a_{2}+3 f_{1}+4 f_{2} .\end{aligned}\]

In addition, there is a risk-free asset with a rate of return of $10 %$. It is known that $\bar{r}_{1}=15 %$ and $\bar{r}_{2}=20 %$. What are the values of $\lambda_{0}, \lambda_{1}$, and $\lambda_{2}$ for this model?