Please help with the rf

Suppose that there are two independent economic factors, F1 and F2. The risk-free rate is 6%, and all stocks have independent firm- specific components with a standard deviation of 45%. Portfolios A and B are both well-diversified with the following properties: Portfolio Beta on F1 1.5 2.2 Beta on F2 2.0 -0.2 Expected Return 31% 27% B What is the expected return-beta relationship in this economy? Calculate the risk-free rate, rf, and the factor risk premiums, RP, and RP2 to complete the equation below. (Do not round intermediate calculations.) Elrp) = rf+(BP1 * RP1) + (BP2 RP2) rf % RP1 101% RP2 5%