Suppose that there are two independent economic factors, F₁ and F₂. The risk-free rate is 3%, and all stocks have independent firm-specific components with a standard deviation of 52%. Portfolios A and B are both well-diversified with the following properties:

Portfolio			Beta on F1			Beta on F2			Expected Return
	A			1.4			1.8			30	%
	B			2.4			0.18			27	%

What is the expected return-beta relationship in this economy? Calculate the risk-free rate, r_f, and the factor risk premiums, RP₁ and RP₂, to complete the equation below. (Do not round intermediate calculations. Round your answers to two decimal places.) E(r_P) = r_f + (_P1 RP₁) + (_P2 RP₂)

rf		%
RP1		%
RP2		%