Consider an economy where two factors are sufficient to describe the returns on common stocks. Stated formally, we have: E(r_i) = r_f + b_i1 lambda_1 + b_i2 lambda_2 The following table gives the estimated sensitivities of stocks A and B to the two factors, as well as their expected returns. The risk-free rate of return is 5%. Suppose A and B are priced consistently with the two-factor APT above. Calculate the risk premiums of the two factors (lambda_1 and lambda_2)