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Suppose that there are two independent economic factors, F and 2. The risk-free rate is 6%, and all stocks have independent firm- specific components with a standard deviation of 46% Portfolios A and B are both well-diversified with the following properties: Portfolio Beta on P Beta on F2 Expected Return A 2.1 35% 2.4 -0.24 8 3.0 30% What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rg, and the factor risk premiums, RP, and XP, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) (rp) + (8P1 RP1) (BP2 * RP) of % RP1 % RP2 %