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:

	1	2	E(R)
Portfolio A	.89	1.19	18%
Portfolio B	1.49	.29	16

If the risk-free rate is 6 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., 32.16.)

	Risk premiums
Factor F1	%
Factor F2	%