Suppose that there are two independent economic factors, $F_1$ and $F_2.$ The risk$-$free rate is $6\%,$ and all stocks have independent firm$-$

specific components with a standard deviation of $46\%.$ Portfolios A and $B$ are both well$-$diversified with the following properties:

What is the expected return$-$beta relationship in this economy? Calculate the risk$-$free rate, $r_f,$ and the factor risk premiums, $R{P}_1$ and

$R{P}_2,$ to complete the equation below. $($Do not round intermediate calculations. Round your answers to two decimal places.$)$

$E(r_P)=r_f+({}_{P1}R{P}_1)+({}_{P2}R{P}_2)$