Assume that you are in the two-factor exact APT world. There are two portfolios (portfolio 1 and portfolio 2) which have loadings on the two factors as follows:

Loadings	factor 1	factor 2
portfolio 1	1.5	0.55
portfolio 2	1.41	-1.1

The expected return on portfolio 1 is 8.04% and the expected return on portfolio 2 is 14.09%. The risk-free rate is 2.1%.

What is the risk premium of each factor (in %)?