Numerical problems

Assume the CAPM holds and use the following information:

Portfolio A has $E(r)$ of $15\%$ and $$ of $1\mathrm{.}7$

Portfolio $B$ has $E(r)$ of $10\%$ and $$ of $1\mathrm{.}2$

a$)$ What are the risk$-$free rate and the expected return of the market portfolio? $(5$ points$)$

Answer:

$15\%=r_f+1\mathrm{.}7**r_m$

$10\%=r_f+1\mathrm{.}2**r_m$

Solving two equations with two unknowns, we obtain:

$r_f=-2\%$

$r_m=8\%$

Can you explain this answer in depth to me highlight the steps of the equations my proffesor used to get to this answer?