Problem 10-4 Suppose that there are two independent economic factors, F and F2. 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 Deta on 1 2.1 eta on F 2.4 -0.24 Expected Return 354 300 What is the expected return-beta relationship in this economy? Calculate the risk-free rate, and the factor risk premiums, RA and RP2, to complete the equation below. (Do not round Intermediate calculations. Round your answers to two decimal places.) Erp - Tf+(BP*RA) + (p2 *RP) RP RP2