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 .88 1.18 17% Portfolio B 1.48 .28 15 If the risk-free rate is 5 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.)