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: 2 E(R) Portfolio A 80 1.10 14% Portfolio B 1.40 -20 12 If the risk-free rate is 5 percent, what are the risk premiums for each factor in this model? 7.25%;5.29% 6.94%;4.34% 5.59%; 4.12% 8.57%;5.33%