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 .85 1.15 15% Portfolio B 1.45 .25 13 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.)

Factor F1= ? %

Factor F2= ? %