ignore my filled in answers as i am not confident in them. please help me double check

Suppose that there are two independent economic factors, r1 and r2. The risk-free rate is 6%, and all stocks have independent firmspecific components with a standard deviation of 43%. Portfollos A and B are both well-diversified with the foliowing properties: Required: What is the expected return-beta relationship in this economy? Calculate the risk-free rate, ff and the factor risk premiums, nP1andnr2 to complete the equation below. Note: Do not round intermediate calculations. Round your answers to 2 decimal places. n(rp)=rt+(p1=R1)+(n2R2)