Suppose stock returns can be explained by a two$-$factor model. The firm$-$specific risks for all stocks are independent. The following table shows the information for two diversified portfolios:

$\backslash$beta $1\backslash$beta $2$ E$($R$)$

Portfolio A $\mathrm{.}871\mathrm{.}1716\%$

Portfolio B $1\mathrm{.}47\mathrm{.}2714$

If the risk$-$free rate is $4$ percent, what are the risk premiums for each factor in this model? $($Do not round intermediate calculations and enter your answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$